摘要
研究了对任意Cantor型非齐次马氏链普遍成立的一类强大数定理。证明中利用条件期望以及马氏性的概念,采用测度的网微分法并运用纯分析运算得出结论。作为推论,得到随机变量序列已有的经典强大数定律以及对任意随机变量序列普遍成立的强大数定律。
A class of strong laws of large number for arbitrary Cantor-like non homogeneous Markov chains are investigated. In the proof, the conclusion is obtained by using differentiation of measures on a net and with pure analytical methods. As corollaries, the classical strong laws of large number for stochastic sequence and the strong laws of large number for arbitrary stochastic sequence are obtained.
出处
《江苏科技大学学报（自然科学版）》
CAS
北大核心
2006年第5期19-23,共5页
Journal of Jiangsu University of Science and Technology:Natural Science Edition
关键词
Cantor型马尔可夫链
网微分法
条件期望
任意随机序列
Cantor-like Markov chain
differentiation of measures on a net
conditional expectation
arbitrary stochastic sequence
