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．
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.
出处
《河北工学院学报》
1995年第1期99-107,共9页
Journal of Hubei Polytechnic University
基金
河北省自然科学基金
关键词
整值随机变量
二重马氏链
极限性质
Integer-valued random variable
Markov chain of order 2
logarithmic likelihood ratio
strong law of large numbers.
