摘要
本文论证了齐次马尔可夫链状态空间的一般子集的首达时为一个停时,利用强马尔可夫性得到相应的序列仍为一个齐次马尔可夫链,进而得到一般集上首达时序列的强马尔可夫性.
The paper proofs that the hitting time is a stopping time on general set of state space of homogeneous Markov chain, the corresponding sequence is still a homogeneous Markov chain with strong Markov property, and it has strong Markov property
关键词
齐次马尔可夫链
停时
首达时
强马尔可夫性
homogeneous Markov chain
stopping time
hitting time
strong Markov property
