대한수학회논문집 (Communications of the Korean Mathematical Society)
- 제9권3호
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- Pages.701-710
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- 1994
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- 1225-1763(pISSN)
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- 2234-3024(eISSN)
LIMITING PROPERTIES FOR A MARKOV PROCESS GENERATED BY NONDECREASING CONCAVE FUNCTIONS ON $R_{n}^{+}$
초록
Suppose ${X_n}$ is a Markov process taking values in some arbitrary space $(S, \varphi)$ with n-stemp transition probability $$ P^{(n)}(x, B) = Prob(X_n \in B
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