摘要
利用刘文教授提出的分析方法在Wiener概率空间中研究m值可列非齐次二重马氏链的一些极限定理.把有关可列非齐次马氏链的一些极限定理推广到了可列非齐次二重马氏链上,得到一系列的极限定理.证明中使用了Lebesgue单调函数的导数存在性定理.
The purpose of this paper is to study some limit theorems for m-valued countable nonhomogeneous two-order Markov Chains in Wiener probability space by using an analytic method, which was invented by Professor Liu Wen. In this paper some limit theorems on one-order Markov Chains are extended to nonhomogeneous two-order Markov Chains. In the proof,the application of Lebesgue's theorem on differentiability of monotone functions is proposed.
出处
《河北工业大学学报》
CAS
2004年第6期83-88,共6页
Journal of Hebei University of Technology
关键词
Wiener概率空间
可列非齐次二重马氏链
单调函数导数存在性定理
极限定理
Wiener probability space
countable nonhomogeneous two-order Markov Chains
the theorem on the existence of derivative of montone function
limit theorems
