摘要
设pij(t)为连续参数马氏链的转移函数,Mj(t)为定义在[0,+∞)上的函数。在pij(t)的条件下,给出了转移函数与平稳分布的强大致定律。
Let X={X(t);t≥0}be a continuous times Markov chains with transition probability func-tion pij(t)and states space E={0,1,2,…}S_n(k,x)be the number of occcurence of state k in the se- quence X(t_0) X(t_1),…X(t_n) (where 0≤t_0<t_1<…<t_n);A_n(K,l,x)be the number of occurence of or- dered couple(k,l)in the sequence of order couples (X(t_0),X(t_1)) ,(X(t_1) ,X(t_2)),…(X(t_(n-1)),X(t_n).Theorem if pij(t)≤Mj(t)and X={X(t),t≥0}exted only one stationary distribu- tion{pk ,K∈E}
出处
《西北大学学报(自然科学版)》
CAS
CSCD
1995年第1期5-8,共4页
Journal of Northwest University(Natural Science Edition)
关键词
马氏链
转移概率
概率论
Markov's chains
transiton probability
strongs laws of large numbers