Strong limit theorem for a class of hidden nonhomogeneous Markov models
Xiaotai Wu · Journal of Anhui University of Technology and Science · 2008
A class of hidden Markov models is researched when the Markov chain is nonhomogeneous and the transition matrix from hidden chains to observed chains depends on n.This hidden Markov model is widely used in studying the speech process,its characteristic is that the observed chain not only depends on this time's state but also on the last state.This paper gives the strong limit theorem of this model,and some strong limit theorems about the frequency of occurrence.