隐马尔可夫模型是研究发音过程、神经生理学与生物遗传等问题的有力工具,并且在弱相依变量的建模上得到了广泛应用。本文假定隐藏的马氏链为非齐次的,从而导出了该模型泛函序列{fm(X0,…,Xn,Yn)}的强极限定理。
Hidden Markov Models have been widely used for speech processing neurophysiology and biology, with applications in modeling sequences of weakly dependent random variables. Markov chains are surposed as nonhomogeneous chains, then a limit property for functional sequences of hidden nonhomogeneous Markov models is given.