经济数学2017,Vol.34Issue(1):65-67,3.
关于可列马氏链状态出现频率延迟平均的强大数定律
The Strong Law of Large Numbers for the Delay Mean of Frequencies of Occurrence of Countable States for Homogeneous Markov Chains
摘要
Abstract
Homogeneous Markov chains can be extended from finite states to countable states.However, as the countable sum and limit operation cannot be exchanged, the method is different from the finite state for Markov chains.The strong limit theorem for the delay mean of function of two variables and the smoothness of conditional expectation were applied to study the strong law of large numbers for the delay mean of frequencies of occurrence for countable states of homogeneous Markov chains.关键词
齐次马氏链/强大数定律/平滑性Key words
homogeneous Markov chains/the strong law of large numbers/smoothness.分类
数理科学引用本文复制引用
刘建国,杨卫国..关于可列马氏链状态出现频率延迟平均的强大数定律[J].经济数学,2017,34(1):65-67,3.基金项目
国家自然科学基金(11571142)资助 (11571142)