标题:
关于马氏环境中马氏链的一个极限性质A Limit Property for Non-Homogeneous Markov Chain in Markov Environments
作者:
程成
关键字:
马氏链, 马氏环境, 强极限定理, 相对熵Markov Chain, Markov Environments, Strong Limit Theorem, Relative Entropy
期刊名称:
《Pure Mathematics》, Vol.6 No.1, 2016-01-29
摘要:
本文研究马氏环境中非齐次马氏链泛函的滑动平均强极限性质。通过构造一列带参数且期望为1的随机变量，利用Borel-Cantelli引理来研究随机环境中马氏链的强极限定理，得到了马氏环境中马氏链泛函滑动平均的一个强极限定理，推广了若干已有结论。
In this paper we discuss the strong limit properties for moving average of functions of non-ho- mogeneous Markov chain in Markov environments. By constructing a sequence of random va-riables with one parameter and take 1 as the expectation, with the aid of the classic Borel-Cantelli lemma, we study the strong limit properties of Markov chain in random environments and obtain a strong limit theorem for moving average of functions of non-homogeneous Markov chain in Markov environments. Moreover, we generalize the existing results.