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胡 华
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HU Hua
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摘要： 通过引入平稳遍历Markov过程的鞅逼近和St(f)的预解式表示, 给出并证明了St(f)存在鞅逼近当且仅当预解式表示收敛, 对于Markov链有相应的公式化结果. 表明通过预解式构造平稳遍历Markov过程加性泛函的鞅逼近方法在此意义下具有普遍性.
关键词: Markov过程, 鞅, 鞅逼近, 预解式表示
Abstract: By means of introduction martingale approximation of stationary ergodic Markov process and the resolventrepresentation of St(f), it is improved that a martingale approximation of St(f) exists if and only if the resolvent representation of St(f) converges and corresponding results are also formulated for Markov chains, showing that the method of constructing a martingale approximation to an additive functional of a stationaryergodic Markov process via the resolvent has universality under this kind of condition.
Key words: Markov process, martingale, martingale approximation, resolvent representation
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胡 华. 鞅逼近与预解式表示收敛的几个定理[J]. J4, 2007, 45(05): 767-770.
HU Hua. Theorems about Martingale Approximation andResolvent Representation Convergence[J]. J4, 2007, 45(05): 767-770.
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链接本文: http://xuebao.jlu.edu.cn/lxb/CN/
http://xuebao.jlu.edu.cn/lxb/CN/Y2007/V45/I05/767
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