| Title:
|
A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system (English) |
| Author:
|
Wang, Kangkang |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
59 |
| Issue:
|
1 |
| Year:
|
2009 |
| Pages:
|
23-37 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
local convergence theorem |
| Keyword:
|
stochastic adapted sequence |
| Keyword:
|
martingale |
| MSC:
|
60F15 |
| MSC:
|
60G42 |
| MSC:
|
60J10 |
| idZBL:
|
Zbl 1224.60055 |
| idMR:
|
MR2486613 |
| . |
| Date available:
|
2010-07-20T14:49:26Z |
| Last updated:
|
2020-07-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140461 |
| . |
| Reference:
|
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