| 非齐次二重马氏链的一个极限性质 |
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| 引用本文： | 桂春燕,胡永模.非齐次二重马氏链的一个极限性质[J].安庆师范学院学报(自然科学版),2009,15(4):19-22. |
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| 作者姓名： | 桂春燕 胡永模 |
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| 作者单位： | 安庆师范学院,数学与计算科学学院,安徽,安庆,246133;安庆师范学院,数学与计算科学学院,安徽,安庆,246133 |
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| 摘 要： | 马尔科夫过程是概率论的重要分支之一,而马尔科夫链的极限理论是马尔科夫过程研究的基本领域之一。本文利用分析方法研究非齐次二重马氏链的极限性质,得到关于非齐次二重马氏链的一个极限定理,并给出几个有用的推论。
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| 关 键 词： | 非齐次二重马氏链 单调函数导数存在定理 极限定理 |
A Limit Property for Nonhomogeneous Two-order Markov Chains |
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| GUI Chun-yan,HU Yong-mo.A Limit Property for Nonhomogeneous Two-order Markov Chains[J].Journal of Anqing Teachers College(Natural Science Edition),2009,15(4):19-22. |
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| Authors: | GUI Chun-yan HU Yong-mo |
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| Institution: | 1. School of Mathematics and Computational Science, Anqing Teacher＇s College, Anqing , Anqing 246133, China) |
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| Abstract: | Markov process is one of most important branches of Probability Theory.And the theory of Markov chains is one basic field of Markov process.The purpose of this paper is to study a limit property for nonhomogeneous two-order markov chains by using an analytic method.Moreover,a limit theorem on nonhomogeneous two-order markov chains is obtained.It also got some corollaries. |
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| Keywords: | nonhomogeneous two-order markov chains the theorem on the existence of derivative of monotone function limit theorems |
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