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| 摘要: |
| 本文研究了单无限马氏环境下可列齐次马氏链的一类强偏差定理.首先给出了单无限马氏环境下马氏链的定义和渐近对数似然比的概念，利用构造非负鞅的方法，获得了单无限马氏环境下可列齐次马氏链的强偏差定理，以及单无限马氏环境下可列齐次马氏链的强大数定律和Shannon-McMillan定理. |
| 关键词: 马氏环境 马氏链 Shannon-McMillan定理 强偏差定理 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:国家自然科学基金（11971197；11601191；11571142），江苏大学青年英才计划及江苏省科协青年科技人才托举工程. |
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| A CLASS OF SMALL DEVIATION THEOREM FOR HOMOGENEOUS MARKOV CHAINS IN MARKOVIAN ENVIRONMENT WITH COUNTABLE STATE SPACE |
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SHI Zhi-yan,ZHOU Hong,DING Cheng-jun
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| Abstract: |
| In this paper, we study a small deviation theorem of Markov chains in singleinfinite Markovian environment on countable state space. Firstly, the definitions of Markov chain in single-infinite Markovian environment and the concept of the sample divergence distance are given. Then, by constructing non-negative martingale, we establish a class of small deviation theorems in single-infinite Markovian environment on countable state space. Meanwhile, the strong law of large numbers and Shannon-McMillan theorem in single-infinite random environment on countable state space are obtained. |
| Key words: Markovian environment Markov chains Shannon-McMillan theorem small deviation theorems |
