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5. A NOTE ON INVARIANCE PRINCIPLE FOR ADDITIVE FUNCTIONAL OF A MARKOV CHAIN

A NOTE ON INVARIANCE PRINCIPLE FOR ADDITIVE FUNCTIONAL OF A MARKOV CHAIN

来源 :科学通报：英文版 | 被引量 : 0次 | 上传用户：my888162

【摘 要】

：

<正> Let {x_n} be a Markov chain with positive reeurrent countable state space Ⅰ and stationary transition. Let f(u) be a nonnegative real valued functional on

【作 者】

：

陆传荣 陆传赉 

【机 构】

：

Hangzhou.Uniuersity,BeijingInstituteofPostsandTelecommunications

【出 处】

：

科学通报：英文版

【发表日期】

：

1982年11期

【关键词】

：

STATIONARY NONNEGATIVE VALUED 

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<正> Let {x_n} be a Markov chain with positive reeurrent countable state space Ⅰ and stationary transition. Let f(u) be a nonnegative real valued functional on I. Put

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