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關(guān)于可列馬氏鏈狀態(tài)出現(xiàn)頻率延遲平均的強(qiáng)大數(shù)定律

2017-04-08 15:40劉建國(guó)楊衛(wèi)國(guó)
經(jīng)濟(jì)數(shù)學(xué) 2017年1期

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.

參考文獻(xiàn)

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[2]Gut A,Stradtmuller U. On the strong law of large numbers for delayed sums and random fields[J].Acta Mathematica Hungarica.2010,129(1/2):182-203.

[3]Huang H L,Yang W G,Shi Z Y. The Central Limit Theorem for Nonhomogemeous Markov Chains[J]. Applied probability and Statistics , 2013,9(4):337-347.

[4]王蓓,石志嚴(yán).可列非齊次循環(huán)馬氏鏈的遍歷性[J]. 江蘇大學(xué)報(bào),2013,34(6):741-744.

[5]吳玉,范愛華. 關(guān)于可列非齊次馬氏鏈的若干極限定理[J]. 純粹數(shù)學(xué)與應(yīng)用數(shù)學(xué), 2015,31(2):182-193.

[6]Wang Z Z,Yang W G. The generalized entropy theorem for nonhomogeneous markov chains[J]. Journal of Theoretical Probability , 2016,29(3):761-775.

[7]Yang W. Strong law of large numbers for countable nonhomogeneous markov chains[J] . Linear Algebra and Its Application,2009,430(11/12):3008-3018.

[8]Yang W. The asymptotic equipartion property for nonhomogeneous markov Informance sources[J]. Probability Engineer Inform and its Ational Sciences,1998,12(4):509-518.

[9]Yang W G,Tao L L,Cheng X J. On the almost everywhere convergence for arbitrary stochastic sequence[J].Acta Mathematica Scientia,2014,34(5):1634-1642.

[10]Yang W G. Covergence in the Cesaro sense and strong law of large numbers for Nonhomogeneous Markov chains[J].Linear Algebra and its Applications,2002,354(1):275-288.

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