Strong law of large numbers for countable nonhomogeneous Markov chains

DOI10.1016/J.LAA.2009.01.016zbMath1169.60004OpenAlexW2083760586MaRDI QIDQ1020933

Wei-guo Yang

Publication date: 4 June 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.01.016

zbMATH Keywords

strong law of large numbersShannon-McMillan-Breiman theoremcountable nonhomogeneous Markov chainuniform convergence in the Cesàro sense

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (5)

SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS ⋮ Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base ⋮ The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains ⋮ THE ASYMPTOTIC EQUIPARTITION PROPERTY FOR ASYMPTOTIC CIRCULAR MARKOV CHAINS ⋮ Moderate deviations for nonhomogeneous Markov chains

Cites Work

• Unnamed Item
• A sandwich proof of the Shannon-McMillan-Breiman theorem
• The convergence of Cesaro averages for certain nonstationary Markov chains
• On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
• A class of strong limit theorems for the sequences of arbitrary random variables.
• Ergodicity for countable inhomogeneous Markov chains
• Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains

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