CAJ | 학술논문

针对同一作者主编的两本随机过程教材中不一致的结论展开讨论，通过分类举例论证，得出时齐马尔可夫链的条件下，状态j为正常返时的结论应为lim n→∞1 n n k=1Σp（ijk）=fijuj ，而不是limn→∞1n n k=1Σp（ijk）=duj 。并在fij=d的特殊情况下，借助Stolz极限定理给出简捷的证明。
침대동일작자주편적량본수궤과정교재중불일치적결론전개토론，통과분류거례론증，득출시제마이가부련적조건하，상태j위정상반시적결론응위lim n→∞1 n n k=1Σp（ijk）=fijuj ，이불시limn→∞1n n k=1Σp（ijk）=duj 。병재fij=d적특수정황하，차조Stolz겁한정리급출간첩적증명。
This paper discusses the conflicting results in two textbooks of stochastic process compiled by the same author. By means of classification, illustration and demonstration, it is found that under the circumstance of homogeneous Markov chains and on the condition that state j is positive recurrence, the result is lim n→∞1 n n k=1Σpij(k)=fijuj rather than limn→∞ 1n n k=1Σpij(k)=duj . Under the special condition of fij=d,the consequence is shown with the help of Stolz limit theorem.