论文标题
非耶和华马尔可夫链的中央限制定理和中等偏差
Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains
论文作者
论文摘要
我们的目的是证明在CESàROSINESS中可计数的非均匀Markov链的过渡概率矩阵的均匀收敛条件下，可计数的非均匀马尔可夫链的中心限制定理。此外，我们通过Gärtner-ellis定理和指数等效方法获得了相应的中度偏差定理，用于可计数的非均匀马尔可夫链。
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Cesàro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by Gärtner-Ellis theorem and exponential equivalent method.
