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非齐次隐马尔可夫模型随机变换的若干强极限定理

Some strong limit Theorems on the Random Transtorms of Hidden Nonhomogeneous Markov Models
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摘要 利用鞅方法讨论了非齐次隐马尔可夫模型变换的强极限定理,作为特殊情形,将随机选择的概念拓展到非齐次隐马尔可夫模型中,得到了关于有限非齐次隐马尔可夫模型随机选择与随机公平比的若干极限定理. In this paper, we study the limit theorems on the transformation for hidden nonhomogeneous Markov models by means of martingale method.As a special case,the idea of random transformation of gambling system is expended to the hidden nonhomogenous models.As results,some strong limit theorems and random equitable ratios for their random selection are obtained.
出处 《数学的实践与认识》 CSCD 北大核心 2014年第8期221-228,共8页 Mathematics in Practice and Theory
关键词 非齐次隐马尔可夫模型 随机变换 随机公平比 强极限 Hidden nonhomogeneous Markov models martingale random transform ran-dom equitable ratios strong limit theorem
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