证明中应用了研究马尔可夫链强极限定理的一种新的分析方法。
In the proof a new analytic technique in the study of the strong limit theorems for Markov chains is applied.
通过对QBD过程某些条件的限定,应用马尔可夫更新定理,得出在一定合理的条件下,当水平趋于无穷时的尾概率的几何衰变。
Applying the Markov renewal theorem, it is shown that certain reasonable conditions of the QBD process lead to the geometric decay of the tail probabilities as the level goes to infinity.
本文的目的是要给出关于可列非齐次马尔可夫链M元状态序组出现频率的一类新形式的强极限定理,所得结论对任意可列非齐次马尔可夫链普遍成立。
The purpose of this paper is to present a class of new strong limit theorems on the frequency ofm-tuple of states for arbitrary countable non-homogeneous Markov chains.
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