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Keywords:
local convergence theorem; stochastic adapted sequence; martingale
local convergence theorem; stochastic adapted sequence; martingale
Summary:
In this paper we establish a new local convergence theorem for partial sums of arbitrary stochastic adapted sequences. As corollaries, we generalize some recently obtained results and prove a limit theorem for the entropy density of an arbitrary information source, which is an extension of case of nonhomogeneous Markov chains.
References:
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