共查询到19条相似文献,搜索用时 156 毫秒
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在状态集都有限的情况下,给出了隐马尔可夫模型的一些性质定理.利用马氏链的强极限定理,得到了隐非齐次马尔可夫模型的强大数定律. 相似文献
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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{Y_n,n≥0}的强大数定律,并给出了观测链的Shannon-McMillan定理. 相似文献
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利用随机变量的截尾研究任意随机变量序列的性质,建立了一类矩条件下任意随机变量序列的强极限定理.作为推论,得到了可列非齐次马尔可夫过程的一个强极限定理,推广了鞅差序列当1≤p≤2和p≥2时的Chow定理,相应的一些已有结果和若干经典的关于独立随机变量序列的强大数定律是本文的特例。 相似文献
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混合序列部分和的强大数定律 总被引:1,自引:0,他引:1
设{Xn,n≥1)是ρ^-混合序列.利用随机变量的截尾方法和ρ^-混合序列的三级数定理这一工具研究了ρ^-混合序列的性质。得到了矩条件下ρ^-混合序列的—类强极限定理和强大数定律。并给出了一些简单应用。推广了若干经典的强大数定律. 相似文献
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本文借助于马尔可夫骨架过程(MSP)方法研究了SMAP/INID/1单重休假随机服务系统的队长及等待时间等指标的瞬时分布. 相似文献
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设{Xn,n≥1)是(p)混合序列.利用随机变量的板尾方法和(p)混合序列的三级数定理这一工具研究了(p)混合序列的性质.得到了矩条件下(p)混合序列的一类强极限定理和强大数定律.并给出了一些简单应用.推广了若干经典的强大数定律. 相似文献
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研究了一类适应随机变量序列的局部收敛性,推广了文献[1]中的结论.并在假定部分和序列为极限鞅时,得到了极限鞅的强极限定理.最后给出了*-mixing序列的强大数定律. 相似文献
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Shlomo Levental 《Probability Theory and Related Fields》1988,80(1):101-118
Summary We study uniform limit theorems for regenerative processes and get strong law of large numbers and central limit theorem of this type. Then we apply those results to Harris recurrent Markov chains based on some ideas of K. Athreya, P. Ney and E. Nummelin. 相似文献
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Models for Markov processes indexed by a branching process are presented. The new class of models is referred to as the branching Markov process (BMP). The law of large numbers and a central limit theorem for the BMP are established. Bifurcating autoregressive processes (BAR) are special cases of the general BMP model discussed in the paper. Applications to parameter estimation are also presented. 相似文献
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《Optimization》2012,61(3):411-418
In the paper a central limit theorem for the total busy time of a Markovian queuing system is proved (provided that the system satisfies some simple assumptions), This is based on a stochastic convergence theorem for the average number of services. The latter is presented in a form of “law of large numbers” as well. The case of bounded queue length is particularly analysed. 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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主要研究了树指标非齐次马氏链的广义熵遍历定理.首先证明了树指标非齐次马氏链上的二元函数延迟平均的强极限定理.然后得到了树指标非齐次马氏链上状态出现延迟频率的强大数定律,以及树指标非齐次马氏链的广义熵遍历定理.作为推论,推广了一些已有结果.同时,证明了局部有限无穷树树指标有限状态随机过程广义熵密度的一致可积性. 相似文献
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A.F. Karr 《Stochastic Processes and their Applications》1978,8(2):159-169
A derived random measure is constructed by integration of a random process with respect to a random measure independent of that process. Basic distributional properties, a continuity theorem, sample path properties, a strong law of large numbers, and a central limit theorem for derived random measures are established. Applications are given to compounding and thinning of point processes and the measure of a random set. 相似文献
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Armen Shirikyan 《Probability Theory and Related Fields》2006,134(2):215-247
We consider a class of dissipative PDE's perturbed by an external random force. Under the condition that the distribution
of perturbation is sufficiently non-degenerate, a strong law of large numbers (SLLN) and a central limit theorem (CLT) for
solutions are established and the corresponding rates of convergence are estimated. It is also shown that the estimates obtained
are close to being optimal. The proofs are based on the property of exponential mixing for the problem in question and some
abstract SLLN and CLT for mixing-type Markov processes. 相似文献
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Limit theorems for functionals of classical (homogeneous) Markov renewal and semi-Markov processes have been known for a long time, since the pioneering work of Pyke Schaufele (Limit theorems for Markov renewal processes, Ann. Math. Statist., 35(4):1746–1764, 1964). Since then, these processes, as well as their time-inhomogeneous generalizations, have found many applications, for example, in finance and insurance. Unfortunately, no limit theorems have been obtained for functionals of inhomogeneous Markov renewal and semi-Markov processes as of today, to the best of the authors’ knowledge. In this article, we provide strong law of large numbers and central limit theorem results for such processes. In particular, we make an important connection of our results with the theory of ergodicity of inhomogeneous Markov chains. Finally, we provide an application to risk processes used in insurance by considering a inhomogeneous semi-Markov version of the well-known continuous-time Markov chain model, widely used in the literature. 相似文献
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《Stochastic Processes and their Applications》2019,129(9):3319-3359
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a deterministic limit and a central limit theorem around it have already been proven in Kang and Kurtz (2013) and Kang et al. (2014). We present here a general approach to proving a large deviation principle in path space for such multi-scale Markov processes. Motivated by models arising in systems biology, we apply these large deviation results to general chemical reaction systems which exhibit multiple time-scales, and provide explicit calculations for several relevant examples. 相似文献