数学杂志2011，Vol.31Issue(5)：865-868,4.
马氏环境中马氏链的一个概率不等式及其应用
A PROBABILITY INEQUALITY OF MARKOV CHAINS IN MARKOVIAN ENVIRONMENTS AND ITS APPLICATION
摘要
Abstract
In this article, we study a probability inequality for the sum of random variables of Markov Chains in Markovian environments. By using the method of truncation, we obtain the tail probability inequality for the sum of random variables of Markov Chains in Markovian environments. As an application of the results, a strong law of large numbers for function of countable Markov Chains in Markovian environments on the probability space (S,S ∩ ξ , Ps) is given. The method proposed and the results of the article are quite useful in the study of the large sample properties for the sums on independent random variables.关键词
马氏环境中马氏链/概率不等式/强大数定律Key words
Markov Chains in Markovian environments/probability inequality/strong law of large numbers分类
数理科学引用本文复制引用
贾兆丽,于春华..马氏环境中马氏链的一个概率不等式及其应用[J].数学杂志,2011,31(5):865-868,4.基金项目
安徽高校省级自然科学研究项目(KJ2011A212) （KJ2011A212）
合肥工业大学科学研究发展基金(2009HGXJ0056) （2009HGXJ0056）
安徽省税务发展研究基金(2010QTXM0277). （2010QTXM0277）
