Several Strong Limit Theorems For Markov Chains Indexed By Trees

In recent years,the tree model has attracted a great deal of interest among scientists from various research fields such as physics,probability theory,information theory etc..Moreover,stochastic process indexed by a tree has become a hot topic in the field of the probability theory in recent years.The research of the strong limit theorem has held an important position in the development process of probability theory,and the strong limit theorem is one of the central issues of the international probability theory.In this paper,through constructing non-negative martingales and applies Doob's martingale convergence theorem to the research of a.e.convergence,a class of strong limit theorems for Markov chains indexed by trees are given.This paper includes six chapters:The first chapter is introduction,introducing the researching purpose and meanings of this paper,and the work that existed.The second chapter is preparative knowledge.We introduce the concept of the tree and give the definition of a special kind of non-homogeneous tree.In the third chapter,we give some strong deviation theorems of m-ordered nonhomogeneous Markov chain on a special kind of non-homogeneous tree.In the forth chapter,we give a class of strong deviation theorems for nonhomogeneous Markov chain on a special kind of non-homogeneous tree.In the fifth chapter,we give some strong limit theorems of m-ordered nonhomogeneous Markov chains on a special kind of non-homogeneous tree.In the last chapter,we sum up what we have done in this paper.