摘要
本文用分析方法研究可列非齐次马氏链{Xn}的泛函{fn(Xn)}的极限性质,得到一类不同形式的强大数定律,在其中通常形式的强大数定律中的数学期望E[fn(Xn)]被条件期望所代替,关于独立随机变量序列的若干经典强大数定律是本文结果的推论.
In this paper the limit properties of the functionals{fn(xn)}of a countable nonhomogeneous Markov chain{Xn}are studied by using an analytic approach,and a class of strong laws of large numbers with different form lrom the usual ones are obtained,where the conditional expectation is used instead of the expectation in the usual form of the strong law of large numbers.Some classical results on strong law of large numbers for the independent random sequences are corollaries of the results of this paper.
出处
《河北工业大学学报》
CAS
1996年第1期1-8,共8页
Journal of Hebei University of Technology
基金
河北省自然科学基金
关键词
非齐次马氏链
强大数定律
条件期望
马氏链
Countable nonhomogeneous Markov chain
Strong law of large numbers
Conditional expectation.