摘要
强极限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,研究给出了树指标马氏双链关于广义随机选择系统的一个Shannon-McMillan定理.
The strong deviation theorem has been 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, a Shannon-McMillan theorem for the tree indexed double Markov chains on the generalized random selection systems is given.
引文
[1]金少华,赵静,贺雅萍.一类非齐次树上非齐次马氏链的若干强偏差定理[J].数学的实践与认识,2016,46(18):251-257.
[2]Shi Z Y,Yang W G.Strong laws of large numbers for the mth-order asymptotic odd-even Markov chains indexed by an m-rooted Cayley tree[J].Communications in Statistics-Theory and Methods,2017,46(4):1855-1870.