关于马氏双链的多少极限定理.pdfVIP

Æ Doob ℄  Shannon-McMillan M ℄ M ℄  i SOME LIMIT THEOREMS FOR MARKOV BICHAIN ABSTRACT Probability theory is a branch of mathematics dealing with chance phenomena and has clearly discernible links with the real world. It is the framework foun- dations of many applying subjects, such as Information theory, Mathematics risk theory and Insurance theory for Actuaries etc. The strong limit theorems is one of the central questions for studying Ptobability theory. In this paper, a class of strong limit theorems for Markov bichain were stud- ied by constructing a martingale and using the martingale convergence the- orem. In the second chapter, first we discussed the properties of transition matrix for Markov bichain, then some limit theorems of occurrance of or- dered couples for countable non-homogeneous Markov bichains were studied. Furthermore,Shannon-McMillan theorem was extended to the case of Markov bichain. In the third chapter, some limit theorems for functional of Markov bichain were obtained. In the fourth chapter, second oreder Markov chains as a special class of Markov bichain, was studied and a class of new strong limit the- orems on the frequency of occurrence of m-tuple of states for arbitrary countable non-homogeneous two orders Markov chains were obtained. As corollaries, some strong limit theorems of equitable ratios of the frequency of occurrence of m-tuple