| 王康康,陈庆.任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理[J].数学研究及应用,2009,29(6):1022~1028 |
| 任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理 |
| A Class of Random Approximation Theorems for Random Sums of Arbitrary Stochastic Sequence on Nonhomogeneous Markov Chains |
| 投稿时间：2007-12-16 修订日期：2008-12-01 |
| DOI：10.3770/j.issn:1000-341X.2009.06.010 |
| 中文关键词: 随机序列 随机极限对数似然比 随机偏差定理 马氏分布 随机控制序列. |
| 英文关键词:stochastic sequence limit logarithmic likelihood ratio random approximation theorem Markov distribution stochastic dominated sequence. |
| 基金项目:江苏省高校自然科学基础研究项目(No.09KJD110002). |
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| 中文摘要: |
| 本文引进任意随机变量序列随机极限对数似然比的概念,通过测度P下任意相依随机序列联合分布与测度Q下非齐次马氏分布相比较,利用母函数与尾概率母函数工具研究任意受控随机序列随机和的一类随机偏差定理. |
| 英文摘要: |
| In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure $P$ and the Markov distribution on measure $Q$, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions. |
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