摘要
强偏差定理一直是国际概率论界研究的中心课题之一.通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类特殊非齐次树上连续状态马氏泛函的若干强偏差定理.
The strong deviation theorem is one of the central issues of the international probability theory. In this paper, through constructing a non-negative martingale and applies Doob's martingale convergence theorem to the research of a.e. convergence, some strong devi- ation theorems for functional of continuous state Markov chains on a special non-homogeneous tree are given.
出处
《数学的实践与认识》
CSCD
北大核心
2014年第1期212-217,共6页
Mathematics in Practice and Theory
关键词
非齐次树
强偏差定理
鞅
马尔可夫链
non-homogeneous tree
strong deviation theorem
martingale
Maxkov chains