摘要
本文应用关于不可约非负矩阵的Perron—Frobenius定理,通过扩张随机变数序列构造一个鞅的方法,求得了满足某些特定条件的有限状态平稳遍历马氏链的部分和序列可能达到的最小值的分布的一个渐近估计式。
Applying the Perron-Frobenius theorem about irreducible non-negative matrix, by the method of constructing a martingale through extending the given stationary ergodic Markov chain, this paper deduces an asymptotic estrmation for the distribution of the minimum value in the random variable partial sum sequence generating from the Markov chain under some certain conditions.
