%0 Journal Article %T 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 %A 程成 %J Pure Mathematics %P 81-87 %@ 2160-7605 %D 2016 %I Hans Publishing %R 10.12677/PM.2016.61012 %X
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.
%K 马氏链,马氏环境,强极限定理,相对熵
Markov Chain %K Markov Environments %K Strong Limit Theorem %K Relative Entropy %U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=16868