概率论中的若干强偏差定理.pdfVIP

概率论中的若干强偏差定理 SOME STRONG DEVIATION THEOREMS OF PROBABILITY THEORY ABSTRACT In recent years, the tree model has attracted a great deal of interest among scientists from various research fields such as physics, probability theory, information theory etc.. Moreover, stochastic process indexed by a tree has become a hot topic in the field of the probability theory in recent years. On the other hand, the research of the strong deviation theorem has held an important position in the development process of probability theory, and the strong deviation theorem is one of the central issues of the international probability theory. In this paper, through constructing non-negative martingales and applies Doobs martingale convergence theorem to the research of a.e. convergence, some strong deviation theorems for Markov chain fields on a non-homogeneous tree are given. This paper includes five chapters: The first chapter is introduction, introducing the researching purpose and meanings of this paper, and the work that existed. The second chapter is preparative knowledge. We give the concept of the tree and the definition of a special kind of non-homogeneous tree. In the third chapter, we give many strong limit theorems of two ordered non-homogeneous Markov chain field on a non-homogeneous tree. In the forth chapter, by applying the concept of the sample relative entropy ratio, and through constructing an appropriate non-negative martingale, we give a strong deviation theorem of non-homogeneous Markov chains on a special kind of non-homogeneous tree. In the last chapter, we sum up what we have done in this paper. KEY WORDS: non-homogeneo