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关于树上连续状态马氏泛函的一类强偏差定理 被引量:6

Some Strong Deviation Theorems For Functional of Continuous State Markov Chains on a Tree
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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 马尔可夫链 non-homogeneous tree strong deviation theorem martingale Maxkov chains
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共引文献8

同被引文献19

  • 1Yang W C. A class of deviation theorems for the random fields associated with non-homogeneous Markov chains indexed by a Bethe tree [J]. Stochastic Analysis and Applications, 2012,30(2):220-237. 被引量:1
  • 2Dong Y, Yang W G, Bai J F. The strong law of large numbers and the Shannon-McMillan theorem for non-homogeneous Markov chains indexed by a Cayley tree [J]. Statist Probab. Lett., 2011,81:1883-1890. 被引量:1
  • 3Shi Z Y, Yang W G. Some limit properties for the m-th-order non-homogeneous Markov chains indexed by an m rooted Cayley tree [J]. Statist Probab. Lett., 2010, 80(15):1223-1233. 被引量:1
  • 4Dong Y, Yang W G, Bai J F. The strong law of large numbers and the Shannon-McMillan theorem for non- homogeneous Markov chains indexed by a Cayley tree [J]. Statistics and Probability Letters, 2011,81:1883- 1890. 被引量:1
  • 5Shi Z Y, Yang W G. Some limit properties for the m-th-order non-homogeneous Markov chains indexed by an m rooted Cayley tree [J]. Statistics and Probability Letters, 2010,80(15):1223-1233. 被引量:1
  • 6Yang W C. A class of deviation theorems for the random fields associated with non-homogeneous Markov chains indexed by a Bethe tree [J]. Stochastic Analysis and Applications, 2012,30(2):220-237. 被引量:1
  • 7Yang W G. A class of deviation theorems for the random fields associated with non-homogeneousMarkov chains indexed by a Bethe tree[J]. Stochastic Analysis and Applications, 2012, 30(2): 220- 237. 被引量:1
  • 8Yang W G. A class of deviation theorems for the random fields associated with non-homogeneous Markov chains indexed by a Bethe tree[J] Stochastic Analysis and Applications, 2012, 30(2): 220-237. 被引量:1
  • 9Liu W, Wang J T. A strong limit theorem on gambling system [J]. Journal of Multivariate Analysis, 2002, 84:262 -273. 被引量:1
  • 10Dong Y,Yang W G,Bai J F.The strong law of large numbers and the Shannon-McMillan theorem for non-homogeneous Markov chains indexed by a Cayley tree[J].Statist Probab Lett,2011,81:1883-1890. 被引量:1

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