劉建國(guó)+楊衛(wèi)國(guó)
摘要對(duì)于齊次馬氏鏈由有限狀態(tài)推廣到可列的情形,由于可列和與極限運(yùn)算不能交換,與文中證明方法與有限情形不同. 利用了二元函數(shù)延遲平均的強(qiáng)極限定理和條件期望的平滑性,研究可列齊次馬氏鏈狀態(tài)出現(xiàn)頻率延遲平均的強(qiáng)大數(shù)定律.
關(guān)鍵詞齊次馬氏鏈;強(qiáng)大數(shù)定律;平滑性
中圖分類號(hào)O211.62文獻(xiàn)標(biāo)識(shí)碼A
由于p是關(guān)于π的C強(qiáng)遍歷的,當(dāng)N充分大時(shí)。可知上式右端充分小,由(13)和(14)可知式(7)成立. 定理證畢.
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