TITLE

The Invariance Principle for p- $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ Chain

AUTHOR(S)
Hu, Di He; Xiao, Zheng Yan
PUB. DATE
January 2007
SOURCE
Acta Mathematica Sinica;Jan2007, Vol. 23 Issue 1, p41
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
There are two parts in this paper. In the first part we construct the Markov chain in random environment (MCRE), the skew product Markov chain and p– $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ chain from a random transition matrix and a two–dimensional probability distribution, and in the second part we prove that the invariance principle for p– $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ chain, a more complex non–homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.
ACCESSION #
23460922

 

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