| 摘要: |
| 本文研究了一类隐非齐次马尔可夫模型的强极限定理.利用鞅差序列收敛定理,获得了观测链{Yn,n≥0}的强大数定律,并给出了观测链的Shannon-McMillan定理. |
| 关键词: 隐马尔可夫模型 非齐次马尔可夫链 强大数定律 *-混合 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:国家自然科学基金资助 |
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| STRONG LAW OF LARGE NUMBER OF HIDDEN NONHOMOGENEOUS MARKOV MODELS |
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WU Xiao-tai,YANG Wei-guo
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WU Xiao-tai~1,YANG Wei-guo~2 (1.Dept.of Math.,Anhui University of Technology and Science,Wuhu 241000,China) (2.Faculty of Science,Jiangsu University,Zhenjiang 212013,China)
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| Abstract: |
| In this article,the strong limit theorem of hidden nonhomogeneous Markov models is discussed.By the martingale difference theorem,the strong law of large number of the observed chain is proved,and the Shannon-McMillan theorem of the observed chain is given. |
| Key words: hidden Markov models nonhomogeneous Markov chain strong law of large numbers *-mixing |
