Some Limit Theorem for Countable m-Valued Nonhomogeneous Two-order Markov Chains
Li Ma
Abstract
Li Ma
Abstract
The purpose of this paper is to study some limit theorems for m-valued countable nonhomogeneous two-order Markov Chains in Wiener probability space by using an analytic method, which was invented by Professor Liu Wen. In this paper some limit theorems on one-order Markov Chains are extended to nonhomogeneous two-order Markov Chains. In the proof,the application of Lebesgue's theorem on differentiability of monotone functions is proposed.
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The purpose of this paper is to study some limit theorems for m-valued countable nonhomogeneous two-order Markov Chains in Wiener probability space by using an analytic method, which was invented by Professor Liu Wen. In this paper some limit theorems on one-order Markov Chains are extended to nonhomogeneous two-order Markov Chains. In the proof,the application of Lebesgue's theorem on differentiability of monotone functions is proposed.
Key concepts: Mathematics, Markov chain, Countable set, Examples of Markov chains, Limit (mathematics), Differentiable function, Lebesgue integration, Discrete mathematics