ON THE STRONG LAW OF LARGE NUMBERS FOR FUNCTIONALS OF COUNTABLE NONHOMOGENEOUS MARKOV-CHAINS

被引:12
作者
LIU, GX
LIU, W
机构
[1] Department of Mathematics, Hebei Institute of Technology, Tianjin
关键词
FUNCTIONAL OF A NONHOMOGENEOUS MARKOV CHAIN; STRONG LAW OF LARGE NUMBERS; AS CONVERGENCE; CONDITIONAL EXPECTATION;
D O I
10.1016/0304-4149(94)90129-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a wong law of large numbers for functionals of nonhomogeneous Markov chains. The approach is analytic and different from the usual one.
引用
收藏
页码:375 / 391
页数:17
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