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| 摘要: |
| 本文研究了非时齐可列马氏链当其转移概率矩阵在Cesàro意义下一致收敛时的中心极限定理的问题.利用指数等价和Gärtner-Ellis定理的方法，获得了相应的中偏差结果. |
| 关键词: 中心极限定理 中偏差 非时齐马氏链 鞅 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:Supported by Scientific Program of Department of Education of Jiangxi Province of China (GJJ150894; GJJ150905); National Natural Science Foundation of China (61662037). |
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| CENTRAL LIMIT THEOREM AND MODERATE DEVIATION FOR NONHOMOGENENOUS MARKOV CHAINS |
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XU Ming-zhou,DING Yun-zheng,ZHOU Yong-zheng
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| Abstract: |
| In this article, we study central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Cesàro sense. By Gärtner-Ellis theorem and exponential equivalent method, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain. |
| Key words: central limit theorem moderate deviation nonhomogeneous Markov chain martingle |
