A limit property of random conditional probabilities

DOI10.1016/S0167-7152(00)00061-4zbMath0964.60032OpenAlexW2080568826MaRDI QIDQ1582665

Wen Liu

Publication date: 8 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00061-4

zbMATH Keywords

strong law of large numbersMarkov chaintransition probabilitiesharmonic meanconditional moment generating functionrandom conditional probability

Mathematics Subject Classification ID

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

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On strong limit theorems for general information sources with an application to AEP, Some limit properties of the multivariate function sequences of discrete random variables

Cites Work

• Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
• Analytic Inequalities