Abstract
The strong deviation theorems is one of the central questions for studying in the International Probability theory. In this paper, a strong deviation theorem for Markov chains functional indexed by a non-homogeneous tree were obtained by constructing a non-negative martingale.
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References
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Jin, S., Zhang, Y., Wan, Y., Li, N., Zhang, H. (2012). A Strong Deviation Theorem for Markov Chains Functional Indexed by a Non-homogeneous Tree. In: Wu, Y. (eds) Advanced Technology in Teaching - Proceedings of the 2009 3rd International Conference on Teaching and Computational Science (WTCS 2009). Advances in Intelligent and Soft Computing, vol 116. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11276-8_44
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DOI: https://doi.org/10.1007/978-3-642-11276-8_44
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-11275-1
Online ISBN: 978-3-642-11276-8
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