关于可列非齐次马氏泛函的一类强偏差定理

A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains

  • 摘要: 本文利用关于σn(ω),n≥0的样本相对熵率的概念,研究相依离散型随机变量序列函数的极限性质,从而建立了一类关于可列非齐次马氏泛函的强偏差定理.

     

    Abstract: In this paper, we use the notion of sample relative entropy rate relative to σn(ω),n≥0 to investigate the limit properties of functional of the sequences of dependent discrete random variables. A class of strong deviation theorems for functionals of countables nonhomogenemous Markov chains are obtained.

     

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