马氏链及树上马氏链场的若干极限定理研究.pdfVIP

河北工业大学 硕士学位论文 马氏链及树上马氏链场的若干极限定理 姓名：兰景涛 申请学位级别：硕士 专业：应用数学 指导教师：金少华 ℄ Æ Æ Æ Æ    Æ Bethe Æ Cayley Æ  Æ Æ Bethe Cayley i SOME LIMIT THEOREMSOF MARKOV CHAINS AND MARKOV CHAIN FIELDS ON TREES ABSTRACT Markov processes is an important random processes,it has not only pro- found theoretic foundament but also extensive applied area.The research of strong limit theorem is always one of central subjects in international probability fields.This paper used martingale convergence theorem by con- structing proper martingale to study some limit theorems of Markov chain and Markov chain fields on trees. This paper includes six chapters. The first chapter is introduc- tion,introducing background of choosing the subject in this paper and the work that existed.The chapters from the second to the fifth are main parts. In the second chapter, a strong limit theorem of the three variables function of non-homogeneous hidden Markov model is given.In the third chapter, in- troducing strong law of large numbers of Markov chain fields taking values in numerable states on generalized Bethe trees. In the fourth chapter, in- troducing a strong limit theorem of the frequencies of occurrence of states about continuous function defined in fixed interval for the Markov chain fields on generalized Cayley trees.The fifth chapter gives main conclusions of thi