摘要
马尔科夫过程是概率论的重要分支之一,而马尔科夫链的极限理论是马尔科夫过程研究的基本领域之一。本文利用分析方法研究非齐次二重马氏链的极限性质,得到关于非齐次二重马氏链的一个极限定理,并给出几个有用的推论。
Markov process is one of most important branches of Probability Theory.And the theory of Markov chains is one basic field of Markov process.The purpose of this paper is to study a limit property for nonhomogeneous two-order markov chains by using an analytic method.Moreover,a limit theorem on nonhomogeneous two-order markov chains is obtained.It also got some corollaries.
出处
《安庆师范学院学报（自然科学版）》
2009年第4期19-22,共4页
Journal of Anqing Teachers College(Natural Science Edition)
关键词
非齐次二重马氏链
单调函数导数存在定理
极限定理
nonhomogeneous two-order markov chains
the theorem on the existence of derivative of monotone function
limit theorems
