摘要
对树指标随机过程的极限理论的研究是随机过程和极限理论中重要的研究课题之一,具有重要的理论意义和应用价值.本文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,研究给出了树指标马氏链关于乘积二项分布的一个强偏差定理.
The research of tree-indexed stochastic process is an important topic in the field of stochastic process, and its limit theorems have very important theoretical and practical significance. In this paper, through constructing a non-negative martingale and applying Doob’s martingale convergence theorem to the research of a.e. convergence, a strong deviation theorem of product binomial distribution for tree indexed Markov chains is given.
作者
范啸猛
李安琪
王健儒
金少华
FAN Xiaomeng;LI Anqi;WANG Jianru;JIN Shaohua(College of Science, Hebei University of Technology, Tianjin 300401, China)
出处
《应用泛函分析学报》
2018年第4期399-406,共8页
Acta Analysis Functionalis Applicata
基金
2018年河北工业大学"大学生创新创业训练计划"创新训练项目(201810080177)
关键词
非齐次树
鞅
马氏链
强偏差定理
non-homogeneous tree
martingale
Markov chain
strong deviation theorem
