| 一类隐马尔可夫模型的若干极限性质 |
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| 引用本文： | 杨卫国,吴小太,王豹.一类隐马尔可夫模型的若干极限性质[J].江苏大学学报(自然科学版),2006,27(5):467-470. |
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| 作者姓名： | 杨卫国 吴小太 王豹 |
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| 作者单位： | 江苏大学理学院,江苏镇江212013 |
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| 基金项目： | 国家自然科学基金资助项目(10571076) |
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| 摘 要： | 假定隐藏的马尔可夫链为非齐次，研究隐非齐次马尔可夫模型的一些强极限定理．首先在引理中得出了隐非齐次马尔可夫模型的一些性质，从而导出了隐非齐次马尔可夫模型的三元函数一类平均值的强极限定理．作为定理的推论，得到了隐非齐次马尔可夫模型状态出现频率的一类强极限定理．隐马尔可夫模型可应用于弱相依随机变量的建模上，也可用作研究发音过程、神经生理学与生物遗传等方面的工具．
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| 关 键 词： | 隐马尔可夫模型 隐非齐次马尔可夫模型 马氏链 强极限定理 频率 |
Some limit properties of a class of hidden nonhomogeneous Markov models |
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| YANG Wei-guo,WU Xiao-tai,WANG Bao.Some limit properties of a class of hidden nonhomogeneous Markov models[J].Journal of Jiangsu University:Natural Science Edition,2006,27(5):467-470. |
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| Authors: | YANG Wei-guo WU Xiao-tai WANG Bao |
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| Abstract: | The strong limit theorem of hidden nonhomogeneous Markov model is studied when the hidden chains are nonhomogeneous Markov chains.At first some properties on nonhomogeneous Markov models are obtained in the lemma,then a limit theorem for the average of the three variables function of hidden nonhomogeneous Markov model is given.As corollaries,several strong limit theorems about occurred frequency of states for hidden nonhomogeneous Markov model are obtained.Hidden Markov models have been widely used for modeling sequences of weakly dependent random variables,with applications in as such as speech processing,neurophysiology and biology.hidden Markov model;hidden nonhomogeneous Markov model;Markov chain;strong limit theorem;frequency |
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| Keywords: | hidden Markov model hidden nonhomogeneousMarkov model Markov chain strong lim it theorem frequency |
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