Some limit properties of random transition probability for second-order nonhomogeneous Markov chains on generalized gambling system indexed (Q2890567)
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scientific article; zbMATH DE number 6044951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some limit properties of random transition probability for second-order nonhomogeneous Markov chains on generalized gambling system indexed |
scientific article; zbMATH DE number 6044951 |
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11 June 2012
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double root tree
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second order non-homogeneous Markov chains
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random transition probability
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harmonic mean
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generalized gambling system
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Some limit properties of random transition probability for second-order nonhomogeneous Markov chains on generalized gambling system indexed (English)
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The topic of the paper is limiting properties of the harmonic mean of random transition probabilities for second-order non-homogeneous Markov chains on a gambling system (or a random selection system) indexed by a tree. A main tool is the construction of a certain non-negative martingale. Some corollaries are given, for example, for the case in which the index set is a double root tree.
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