| 一般集合上首达时序列的强马尔可夫性 |
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| 引用本文： | 陈维.一般集合上首达时序列的强马尔可夫性[J].长春师范学院学报,2008,27(6):16-18. |
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| 作者姓名： | 陈维 |
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| 作者单位： | 伊犁师范学院数学系,新疆伊宁835000 |
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| 摘 要： | 本文论证了齐次马尔可夫链状态空间的一般子集的首达时为一个停时，利用强马尔可夫性得到相应的序列仍为一个齐次马尔可夫链，进而得到一般集上首达时序列的强马尔可夫性．
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| 关 键 词： | 齐次马尔可夫链 停时 首达时 强马尔可夫性 |
Strong Markov Property of the Sequence of Hitting Time on General Set |
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| CHEN Wei.Strong Markov Property of the Sequence of Hitting Time on General Set[J].Journal of Changchun Teachers College,2008,27(6):16-18. |
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| Authors: | CHEN Wei |
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| Institution: | CHEN Wei (Department of Mathematics, Yili Normal University, Yining 835000, China) |
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| Abstract: | The paper proofs that the hitting time is a stopping time on general set of state space of homogeneous Markov chain, the corresponding sequence is still a homogeneous Markov chain with strong Markov property, and it has strong Markov property |
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| Keywords: | homogeneous Markov chain stopping time hitting time strong Markov property |
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