摘要
本文在k是固定的正整数,{f_n}是R^(k+1)上的Borel可测函数列时,得到了任意随机变量序列{X_mn≥0}的泛函{f_n(X_(n-k)…,X_n)}的强极限定理,它是Chung的关于独立随机变量序列的强大数律的推广,作为推论,得到了k重非齐次马尔科夫链的一类强极限定理.
In this paper, we studies the strong limit theory of functional [fn(xn-n),xn] for the sequence of arbitrary random variable [Xn], where k is a positive integer, [fn] is a sequence of Borel measurable functions on Rk+1, our results generalized Chang's strong law of large numbers for the sequence of independent random variables, as corollaries, a class of strong limit theorems for kth-order nonhomogeneous Markov Chain are obtained.
出处
《数学杂志》
CSCD
北大核心
2003年第3期323-327,共5页
Journal of Mathematics
基金
国家自然科学基金(100710719)
湖南省教委科研基金
关键词
强极限定理
鞅
k重非齐次马尔科夫链
strong limit theorem
martingale
kth-order nonhomogeneous Markov chain
