共查询到19条相似文献,搜索用时 125 毫秒
1.
In this paper,we study the strong law of large numbers for the frequencies of occurrence of states and ordered couples of states for nonsymmetric Markov chain(NSMC) indexed by Cayley tree with any finite states.The asymptotic equipartition properties with almost everywhere(a.e.) convergence for NSMC indexed by Cayley tree are obtained.This article generalizes a recent result. 相似文献
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1 IntroductionIn many practical problems we often cannot observe the behavior of all states for a Markov chain (see [3-5]). A natural question is that from the observable data of a part of states, can one still obtain all statistical characteristics of the Markov chains. In this paper we give the positive answer for this question and prove the surprising result that the transition rate matrix of the birth-death chains with reflecting barriers and Markov chains on a star graph can be uniquely … 相似文献
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Li-xinZhang 《应用数学学报(英文版)》2004,20(2):337-352
The strong approximations of a class of R~d-valued martingales are considered.The conditions usedin this paper are easier to check than those used in [3] and [9].As an application,the strong approximation ofa class of non-homogenous Markov chains is established,and the asymptotic properties are established for themulti-treatment Markov chain adaptive designs in clinical trials. 相似文献
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LIU Baijun ZHENG Zhongguo & ZHAO Hui School of Mathematical Sciences Peking University Beijing China Department of Statistics Central China Normal University Wuhan China 《中国科学A辑(英文版)》2005,48(11):1517-1530
Chain graph (CG) is a general model of graphical Markov models. Some different chain graphs may describe the same conditional independence structure, then we say that these CGs are Markov equivalent. In 1990 Frydenberg showed that every class of Markov equivalent CGs has a CG which is called the largest chain graph with the greatest number of lines. This paper presents an efficient algorithm for finding the largest chain graph of the corresponding Markov equivalent class of a given CG. The computational complexity of the algorithm is O(n3). It is more efficient than the complexity O(n!) of the present algorithms. Also a more intuitive graphical characterization of the largest chain graph is provided based on the algorithm in this paper. 相似文献
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胡迪鹤 《数学物理学报(B辑英文版)》2006,26(3):431-442
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties. 相似文献
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The Markov chain is well studied and widely applied in many areas.For some Markov chains,it is infeasible to obtain the explicit expressions of their corresponding finite-dimensional distributions and sometimes it is time-consuming for computation.In this paper,we propose an approximation method for Markov chains by applying the copula theory.For this purpose,we first discuss the checkerboard copula-based Markov chain,which is the Markov chain generated by the family of checkerboard copulas.This Markov chain has some appealing properties,such as self-similarity in copulas and having explicit forms of finite-dimensional distributions.Then we prove that each Markov chain can be approximated by a sequence of checkerboard copula-based Markov chains,and the error bounds of the approximate distributions are provided.Employing the checkerboard copula-based approximation method,we propose a sufficient condition for the geometric β-mixing of copula-based Markov chains.This condition allows copulas of Markov chains to be asymmetric.Finally,by applying the approximation method,analytical recurrence formulas are also derived for computing approximate distributions of both the first passage time and the occupation time of a Markov chain,and numerical results are listed to show the approximation errors. 相似文献
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Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums based on the random-block scheme and establish a Crame′r-type moderate deviations for self-normalized sums of functionals of the Markov chain. 相似文献
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The Erd?s-Sós Conjecture states that every graph on n vertices and more than n(k-2)/2 edges contains every tree of order k as a subgraph. In this note, we study a weak(bipartite)version of Erd?s-Sós Conjecture. Based on a basic lemma, we show that every bipartite graph on n vertices and more than n(k-2)/2 edges contains the following families of trees of order k:(1) trees of diameter at most five;(2) trees with maximum degree at least [k-1/2];(3) almost balanced trees, these results are better than the corresponding known results for the general version of the Erd?s-Sós Conjecture. 相似文献
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Jin-xin ZHOU & Yan-quan FENG Department of Mathematics Beijing Jiaotong University Beijing China 《中国科学A辑(英文版)》2007,50(2):201-216
A Cayley graph Cay(G, S) on a group G is said to be normal if the right regular representation R(G) of G is normal in the full automorphism group of Cay(G, S). In this paper, two sufficient conditions for non-normal Cayley graphs are given and by using the conditions, five infinite families of connected non-normal Cayley graphs are constructed. As an application, all connected non-normal Cayley graphs of valency 5 on A5 are determined, which generalizes a result about the normality of Cayley graphs of valency 3 or 4 on A5 determined by Xu and Xu. Further, we classify all non-CI Cayley graphs of valency 5 on A5, while Xu et al. have proved that As is a 4-CI group. 相似文献
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<正>The state equations of stochastic control problems,which are controlled stochastic differential equations,are proposed to be discretized by the weak midpoint rule and predictor-corrector methods for the Markov chain approximation approach. Local consistency of the methods are proved.Numerical tests on a simplified Merton's portfolio model show better simulation to feedback control rules by these two methods, as compared with the weak Euler-Maruyama discretisation used by Krawczyk.This suggests a new approach of improving accuracy of approximating Markov chains for stochastic control problems. 相似文献
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该文引进广义Bethe树和广义Cayley树的概念,并研究其上马氏链场关于状态和状态序偶出现频率的强极限定理,作为主要结果的推论,得到Bethe树和Cayley树上马氏链场的ShannonMcMillan定理.证明中采用了研究概率论强极限定理的一种新的方法. 相似文献
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通过引进样本相对熵率作为Cayley树上任意随机场与马尔可夫链场之间的偏差的一种度量, 建立了关于状态序偶频率的一类小偏差定理. 证明中应用了研究马尔可夫链强极限定理的一种新的分析方法. 相似文献
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研究任意广义Bethe树指标马尔可夫链场二元泛函关于广义随机选择系统的一类局部极限定理.作为推论得到了广义随机选择系统中任意Cayley树上状态频率和状态序偶的一类极限定理.证明中采用了一种研究马尔可夫链场的较新颖的分析方法. 相似文献
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Weicai Peng Weiguo Yang Bei Wang 《Journal of Mathematical Analysis and Applications》2010,361(2):293-301
By constructing a non-negative martingale on a homogeneous tree, a class of small deviation theorems for functionals of random fields, the strong law of large numbers for the frequencies of occurrence of states and ordered couple of states for random fields, and the asymptotic equipartition property (AEP) for finite random fields are established. As corollary, the strong law of large numbers and the AEP for Markov chains indexed by a Cayley tree is obtained. Some known results are generalized in this paper. 相似文献
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1 lntroductionA tr(t(t is a grapl1 G = {T, E) wllicl1 is co1l11ected a11d colltai1ls no cir(.uits. Give11 a11y twov(irtic'is 't / P E T, let crP bc tl1e ullique patl1 col111ecti11g,v aIld /]. Defille tl1e graph distal1cc(l(rr, p) to hc the Ilu1llber of edges co11tained in the path crP.We discuss ulainly tl1e rooted Cayley tree TC,2(i.e.,binary tree. See Fig.1). In tlle Cayleytree Tc,2,tl1e root (denoted by 0) llas OIlly two 11(tiglll)(irs al1d all otller vertices have threeneighbors. A… 相似文献
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Kangkang Wang 《Ukrainian Mathematical Journal》2012,63(10):1517-1533
We study strong limit theorems for a sequence of bivariate functions for an inhomogeneous Markov chain indexed by a generalized
Bethe tree on a generalized random selection system by constructing a nonnegative martingale. As corollaries, we generalize
results of Yang and Ye and obtain some limit theorems for frequencies of states, ordered couples of states, and the conditional
expectation of a bivariate function on a Cayley tree. 相似文献