高阶马尔可夫链的极限分布

Limit Distribution of a High Order Markov Chain

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1988
被引 29
ABS 4

中文导读

在比Raftery(1985)更弱的条件下，得到了阶数k>1的马尔可夫链的极限分布，并证明结果对任意状态空间的k阶马尔可夫序列也成立。

Abstract

SUMMARY The limit distribution of a Markov chain of order k > 1 is obtained under conditions weaker than those assumed by Raftery (1985). The results are shown to be valid also for arbitrary state space Markov sequences of order k > 1.

马尔可夫链极限分布统计学数学
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