Some limit properties of a class of hidden nonhomogeneous Markov models
Bao Wang · Journal of Jiangsu University · 2006
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