| 鞅逼近与预解式表示收敛的几个定理 |
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| 引用本文： | 胡华. 鞅逼近与预解式表示收敛的几个定理[J]. 吉林大学学报(理学版), 2007, 45(5): 767-770 |
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| 作者姓名： | 胡华 |
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| 作者单位： | 宁夏大学,数学计算机学院,银川,750021 |
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| 摘 要： | 通过引入平稳遍历Markov过程的鞅逼近和St(f)的预解式表示, 给出并证明了St(f)存在鞅逼近当且仅当预解式表示收敛, 对于Markov链有相应的公式化结果. 表明通过预解式构造平稳遍历Markov过程加性泛函的鞅逼近方法在此意义下具有普遍性.
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| 关 键 词： | Markov过程 鞅 鞅逼近 预解式表示 |
| 文章编号： | 1671-5489（2007）05-0767-04 |
| 收稿时间： | 2006-11-20 |
| 修稿时间： | 2006-11-20 |
Theorems about Martingale Approximation and Resolvent Representation Convergence |
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| HU Hua. Theorems about Martingale Approximation and Resolvent Representation Convergence[J]. Journal of Jilin University: Sci Ed, 2007, 45(5): 767-770 |
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| Authors: | HU Hua |
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| Affiliation: | School of Mathematics and Computer Science, Ningxia University, Yinchuan 750021, China |
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| Abstract: | By means of introduction martingale approximation of stationary ergodic Markov process and the resolventrepresentation of St(f), it is improved that a martingale approximation of St(f) exists if and only if the resolvent representation of St(f) converges and corresponding results are also formulated for Markov chains, showing that the method of constructing a martingale approximation to an additive functional of a stationaryergodic Markov process via the resolvent has universality under this kind of condition. |
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| Keywords: | Markov process martingale martingale approximation resolvent representation Markov process martingale martingale approximation resolvent representation |
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