Characterization of regular Markov chains for asymptotically independent variables

DOI10.1016/0047-259X(73)90037-7zbMath0272.60047MaRDI QIDQ2264391

Seiji Takano

Publication date: 1973

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05)

Related Items (1)

On $3$-dimensional interaction information

Cites Work

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• Interaction information and Markov chain
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• On some transmissionary invariant properties and information stability

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