Title :
Many Strong Deviation Theorems for Markov Chains on a Non-homogeneous Tree
Author :
Jin, Shaohua ; Yan, Lu ; Wan, Yanping ; Jin, Shasha ; Sun, Shuguang
Author_Institution :
Hebei Univ. of Technol., Tianjin, China
Abstract :
The strong deviation theorem is one of the central questions for studying in the international Probability theory. In this paper, Many strong deviation theorems for Markov chains on a non-homogeneous tree are obtained by constructing a nonnegative super martingale and using Doob´s martingale convergence theorem.
Keywords :
Markov processes; convergence; trees (mathematics); Doob martingale convergence theorem; Markov chains; international probability theory; nonhomogeneous tree; strong deviation theorems; Automation; Convergence; Random variables; State-space methods; Sun; Wide area networks; generalized geometric distribution; markov chains; martingale; non-homogeneous tree; strong deviation theorem;
Conference_Titel :
Intelligent Computation Technology and Automation (ICICTA), 2010 International Conference on
Conference_Location :
Changsha
Print_ISBN :
978-1-4244-7279-6
Electronic_ISBN :
978-1-4244-7280-2
DOI :
10.1109/ICICTA.2010.192
