A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system

Title:

A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system

Creator:

Wang, Kangkang

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:d3e39dac-ab1b-4b50-88b2-cd3409d013b1
uuid:d3e39dac-ab1b-4b50-88b2-cd3409d013b1

Subject:

local convergence theorem, stochastic adapted sequence, and martingale

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established. Some results obtained are extended.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

23-27

Source:

Czechoslovak Mathematical Journal | 2009 Volume:59 | Number:1

Harvested from:

CDK

Metadata only:

false