摘要
利用似然比的概念及鞅收敛定理,得到取值于连续状态非齐次马氏链的强极限定理。
In this paper,a class of strong limit theorem about the non-homogeneous Markov chain taking values in the continuous state are obtained in virtue of the notion of likelihood ratio and martingale convergence theorem.
出处
《河北理工学院学报》
2006年第2期113-116,共4页
Journal of Hebei Institute of Technology
关键词
非齐次马氏链
连续状态
强极限定理
non-homogeneous Markov chains
continuous state
strong limit theorem
