关于树上马尔可夫链场的若干强大数定律-应用数学专业论文.docxVIP

河北工业大学硕士学位论文 关于树上马尔可夫链场的若干强大数定律 摘 要 马尔可夫过程是一类十分重要的随机过程，在许多领域中起到异 乎寻常的作用。树模型近年来己引起物理学、概率论及信息论界的广 泛兴趣。树上的马氏链场是一种特殊的随机场，实际为一树指标随机 游动。树指标随机过程己成为近年来发展起来的概率论的研究方向之 一。强大数定律一直是国际概率论界研究的中心课题之一。 本课题通过构造鞍差序列，应用鞍差序列收敛定理来证明强大数 定律。给出了一类非齐次树上马尔可夫链场的若干强大数定律。本文 主要分为六章内容: 第一章为绪论，主要说明本文研究的目的、意义和发展现状。 第二章为预备知识，介绍了一般树的概念并给出一类非齐次树的 定义。 第三章给出了一类非齐次树上非齐次隐 Markov 模型随机变换的 若干强极限定理。 第四章给出了一类模 m 的非齐次树上的马氏链场关于 Γ-分布的 若干强偏差定理。 第五章给出了一类模 m 的非齐次树上非齐次马氏信源的 Shannon- McMillan 定理。 第六章为结论，总结了本文的主要结果。 关键词: 非齐次树，鞍差序列，隐马尔可夫模型，强大数定律，马氏 信源，Shannon-McMillan 定理 i 关于 关于树上马尔可夫链场的若干强大数定律 ii ii SOME STRONG LAWS OF LARGE NUMBERS FOR MARKOV CHAIN FIELDS ON A TREE ABSTRACT Markov process is a very important class of stochastic process. It plays an ex- traordinary role in many fields.During recent years, the tree model has attracted extensive interest in the fields of physics, probability theory and information the- ory etc.. Markov chain indexed by a tree is a special stochastic field . Actually it is a stochastic walk indexed by a tree. In recent years, tree indexed stochastic process has become one of the research directions for studying in the probability theory . The strong law of large numbers has been one of the central issues of the international probability theory . By constructing martingale difference sequences, this issue apply martingale difference sequence convergence theorem to give and prove some trong laws of large numbers. The contents of this paper is divided into six chapters: The first chapter is introduction, describing the researching purpose, signifi- cance and the work that existed. The second chapter is preparative knowledge.We introduct the concept of the tree and give the definition of a special kind of non-homogeneous tree . In the third chapter, we give some strong limit theorems of random transform of hidden Markov model on the non-homogeneous tree. In the forth chapter, we give some strong deviation theorems of the Γ- distribution for a non-homogeneous tree of module m . In the fifth