| 整值随机变量序列与二重马氏链的比较及其极限性质 |
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| 引用本文： | 刘文,刘自宽.整值随机变量序列与二重马氏链的比较及其极限性质[J].河北工业大学学报,1995(1). |
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| 作者姓名： | 刘文 刘自宽 |
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| 摘 要： | 引进对数似然比作为整使随机变量序列相对于二重马氏链的偏差的一种度量，并通过限制似然比给出样本空间的某种子集．在这种集上得到了整值随机变量序列的一类用不等式表示的极限性质，其中包含对二重马氏链普遍成立的若干强律．
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| 关 键 词： | 整值随机变量，二重马氏链，对数似然比，强大数定律 |
THE COMPARISON BETWEEN THE SEQUENCES OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHAINS OF ORDER 2 AND ITS LIMIT PROPERTIES |
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| Liu Wen, Liu Zikuan.THE COMPARISON BETWEEN THE SEQUENCES OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHAINS OF ORDER 2 AND ITS LIMIT PROPERTIES[J].Journal of Hebei University of Technology,1995(1). |
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| Authors: | Liu Wen Liu Zikuan |
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| Affiliation: | Liu Wen; Liu Zikuan |
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| Abstract: | In this paper, the notion of logarithmic likelihood ratio, as a measure of the deviation of the sequences of integer-valued random variables relative to Markov chains of order 2, is introduced, and by use of this notion a class of limit properties expressed by unequality of the sequences of integer-valued random variables are obtained on certain sets of the sample space, of which same strong laws of universal validity for Markov chains of order 2 are included.A certain sets of Sample Space are given from the restricted likelihood ratio. |
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| Keywords: | Integer-valued random variable Markov chain of order 2 logarithmic likelihood ratio strong law of large numbers |
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