| 连续状态非齐次马氏链的强极限定理 |
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| 引用本文： | 檀亦丽 万星火 姜君娜. 连续状态非齐次马氏链的强极限定理[J]. 河北理工学院学报, 2006, 28(2): 113-116 |
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| 作者姓名： | 檀亦丽 万星火 姜君娜 |
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| 作者单位： | 河北理工大学理学院 河北唐山063000 |
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| 摘 要： | 利用似然比的概念及鞅收敛定理,得到取值于连续状态非齐次马氏链的强极限定理。
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| 关 键 词： | 非齐次马氏链 连续状态 强极限定理 |
| 文章编号： | 1007-2829（2006）02-0113-04 |
| 收稿时间： | 2005-09-21 |
| 修稿时间： | 2005-09-21 |
Strong Limit Theorem about Non-Homogeneous Markov Chain Taking Values in the Continuous State |
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| TAN Yi-li, WAN Xing-huo,JIANG Jun-na. Strong Limit Theorem about Non-Homogeneous Markov Chain Taking Values in the Continuous State[J]. Journal of Hebei Institute of Technology, 2006, 28(2): 113-116 |
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| Authors: | TAN Yi-li WAN Xing-huo JIANG Jun-na |
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| Affiliation: | College of Science, Hebei Polytechnic University ,Tangshan Hebei 063009, China |
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| Abstract: | In this paper,a class of strong limit theorem about the non-homogeneous Markov chain taking values inthe continuous state are obtained in virtue of the notion of likelihood ratio and martingale convergence theorem. |
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| Keywords: | non-homogeneous Markov chains continuous state strong limit theorem |
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