非齐次树指标连续状态马氏链泛函的一个强偏差定理

A Strong Deviation Theorem for the Functional of Continuous State Markov Chains Indexed by a Non-Homogeneous Tree

强极限定理是概率论中的重要问题之一.通过引入样本相对熵率的概念,给出了非齐次树指标连续状态马氏链泛函的一个强偏差定理.

Strong limit theorem is one of the most important problems in probability theory.In this paper,by introducing the concept of sample relative entropy rate,a strong deviation theorem for the functional of continuous state Markov chains indexed by a non-homogeneous tree is established.