摘要
树指标随机过程已成为近年来发展起来的概率论的研究方向之一.强偏差定理一直是国际概率论界研究的中心课题之一.本文利用Doob鞅收敛定理研究给出了非齐次树上m重非齐次马氏链关于广义赌博系统的强偏差定理.
In recent years, tree indexed stochastic process has become one of the hot topics in probability theory. The strong deviation theorem has been one of the central issues of the international probability theory. In this paper, through applying Doob＇s martingale convergence theorem, a strong deviation theorem on the generalized gambling system for m-ordered non-homogeneous Markov chain on a non-homogeneous tree is given.
作者
金少华
彭晓丽
JIN Shaohua;PENG Xiaoli(College of Science, Hebei University of Technology, Tianjin 300401, China)
出处
《应用泛函分析学报》
2018年第2期150-156,共7页
Acta Analysis Functionalis Applicata
基金
河北省高等学校科学技术研究重点项目(ZD2014051)
关键词
非齐次树
马氏链
鞅
样本散度
广义赌博系统
强偏差定理
non-homogeneous tree
Markov chain
martingale
sample divergence
generalized gambling system
strong deviation theorem
