非齐次树上基于Laplace变换的连续状态r重马氏链的强偏差定理  

Some strong deviation theorems based on Laplace transform for r ordered Markov chains of continuous state on a non-homogeneous tree

作　　者：金少华[1] 张锦慧[1] 陈秀引[1] 王东[1] 

机构地区：[1]河北工业大学理学院,天津300401

出　　处：《河北工业大学学报》2014年第1期60-64,共5页Journal of Hebei University of Technology

基　　金：河北省教育厅科学研究计划(Z2008308)

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.利用似然比的概念和Laplace变换方法研究连续状态r重马氏链,通过构造适当的非负鞅,利用Doob鞅收敛定理给出了一类特殊非齐次树上基于Laplace变换的连续状态r重马氏链的强偏差定理.In recent years, tree indexed stochastic process has become one of the research directions for studying probability theory. The strong deviation theorem has been one of the central issues of the international probability theory. This paper aims to apply likelihood ratio and Laplace transformation to study r ordered Markov chains of continuous state＇ Via a non-negative martingale and Doob＇s martingale convergence theorem, this paper has offered some strong deviation the- orems based on Laplace transform for r ordered Markov chains of continuous state on a special non-homogeneous tree.

关 键 词：树模型 LAPLACE变换 强偏差定理 鞅 

分 类 号：O211.4[理学—概率论与数理统计]