2004Journal of Hebei University of TechnologyRequires access

Some Limit Theorem for Countable m-Valued Nonhomogeneous Two-order Markov Chains

Li Ma

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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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What this paper is about

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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Available 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.

Key concepts: Mathematics, Markov chain, Countable set, Examples of Markov chains, Limit (mathematics), Differentiable function, Lebesgue integration, Discrete mathematics

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