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| 摘要: |
| 在本文中, 我们得到在非时齐可列马氏链当其转移概率矩阵在~Ces\`aro~意义下一致收敛时的中心极限定理. 进一步地, 应用指数等价方法和~G\"artner-Ellis~定理, 我们得到相应的中偏差定理. |
| 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, O211.4 |
| 基金项目:江西省教育厅科学技术项目GJJ150894 , GJJ150905 |
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| Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains |
|
XU MINGZHOU
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| Abstract: |
| Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by G\"artner-Ellis theorem and exponential equivalent method. |
| Key words: central limit Theorem moderate deviation nonhomogeneous Markov chain martingle |
