關(guān)于樹(shù)上馬爾可夫鏈場(chǎng)的若干強(qiáng)偏差定理.pdf

1、河北工業(yè)大學(xué)碩士學(xué)位論文關(guān)于樹(shù)上馬爾可夫鏈場(chǎng)的若干強(qiáng)偏差定理姓名：張艷敏申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：金少華2010-12關(guān)于樹(shù)上馬爾可夫鏈場(chǎng)的若干強(qiáng)偏差定理SOME STRONG DEVIATION THEOREMS FORMARKOV CHAIN FIELDS ON A TREEABSTRACTDuring recent decades,the tree model has gained great concerns a

2、mong scien-tists from various research fields such as physics,probability theory,informationtheory etc..Moreover,stochastic process indexed by a tree has become a hot topicin the field of the probability theory in recent

3、 years. On the other hand, the re-search of the deviation theorem has held an important position in the developmentprocess of probability theory, and the strong deviation theorem is one of the cen-tral issues of the inte

4、rnational probability theory.In this paper, through constructing non-negative martingales and applies Doob’smartingale convergence theorem to the research of a.e. convergence, some strongdeviation theorems for Markov cha

5、in fields on a tree are given. This paper in-cludes six chapters:The first chapter is introduction, introducing the researching purpose and mean-ings of this paper, and the work that existed.The second chapter is prepara

6、tive knowledge. We give the concept of the treeand the definition of a kind of non-homogeneous tree.In the third chapter, we first give a class of strong deviation theoremswith respect to m-ordered non-homogeneous Markov

7、 chains on a kind of non-homogenous tree.As corollaries,we give some strong deviation theorems for theentropy density and the frequency of occurrence of the states with respect to m-ordered non-homogeneous Markov chains

8、on a kind of non-homogenous tree.In the forth chapter, a class of random approximation theorems for randomsums on a kind of non-homogenous tree are obtained by using the tools of theconditional generating functions and t

9、he tailed-probability generating function.In the fifth chapter, we give the strong deviation theorem for functional of con-tinuous state Markov chains on a kind of non-homogeneous tree.In the last chapter, we sum up what