江苏大学学报(自然科学版)2011,Vol.32Issue(5):617-620,4.DOI:10.3969/j.issn.1671-7775.2011.05.024
关于渐近循环马氏链的强大数定律
Strong law of large numbers for asymptotic circular Markov chains
摘要
Abstract
In this paper, the strong law of large numbers for asymptotic circular Markov chains in nonho-mogenous Markov chains was studied. The definition of asymptotic circular Markov chains was introduced. The limit theorem for the average of the two functions was applied, which was obtained from the convergence theorem for martingale difference sequence. By the strong law of large numbers for asymptotic circular Markov chains on the frequencies of occurrence of states, the strong law of large numbers for asymptotic circular Markov chains in nonhomogenous Markov chains was deduced and proved. Some known results can be generalized by the proposed law.关键词
渐近循环马氏链/遍历/状态频率/渐近均分割性/强大数定律Key words
asymptotic circular Markov chains/ strong ergodic/ state frequency/ asymptotic equipartition property ( AEP) / strong law of large numbers分类
数理科学引用本文复制引用
杨卫国,高小燕..关于渐近循环马氏链的强大数定律[J].江苏大学学报(自然科学版),2011,32(5):617-620,4.基金项目
国家自然科学基金资助项目(11071104) (11071104)