摘要
首先证明非齐次马氏链一个Ｃｅｓａｒｏ平均收敛定理，它是Ｂｏｗｅｒｍａｎ等人一个结果的推广，本文利用这个收敛定理给出非齐次马氏链一元泛函的一个极限定理。
In this paper, we first prove a convergence theorem for the Cesaro averages for nonhomogeneous Markov chains, which is an extension of a Bowerman, David and Isaacsons result. We also give a limit theorem of one functional of nonhomogeous Markov chains, and discuss the applications of this limit theorem on the Markovian decision process and the information theory.
出处
《工程数学学报》
CSCD
北大核心
1997年第1期57-62,共6页
Chinese Journal of Engineering Mathematics
