Strong law of large numbers for countable nonhomogeneous Markov chains

被引:13
作者
Yang, Weiguo [1 ]
机构
[1] Jiangsu Univ, Fac Sci, Zhenjiong 212013, Jiangsu, Peoples R China
关键词
Countable nonhomogeneous Markov chains; Uniform convergence in the Cesaro sense; Strong law of large numbers; Shannon-McMillan-Breiman theorem;
D O I
10.1016/j.laa.2009.01.016
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The aim of this paper is to establish a strong law of large numbers for the bivariate functions of countable nonhomogeneous Markov chains under the condition of uniform convergence in the Cesaro sense which differs from my previous results. As corollaries, we generalize one of the Liu and Liu's results for the univariate functions case and obtain another Shannon-McMillan-Breiman theorem for this Markov chains. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码:3008 / 3018
页数:11
相关论文
共 8 条
[1]   A SANDWICH PROOF OF THE SHANNON-MCMILLAN-BREIMAN THEOREM [J].
ALGOET, PH ;
COVER, TM .
ANNALS OF PROBABILITY, 1988, 16 (02) :899-909
[2]  
[Anonymous], STOCHASTIC PROCESS A
[3]  
Bowerman B., 1977, STOCHASTIC PROCESS A, V5, P221, DOI DOI 10.1016/0304-4149(77)90032-1
[4]   ERGODICITY FOR COUNTABLE INHOMOGENEOUS MARKOV-CHAINS [J].
ISAACSON, D ;
SENETA, E .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1982, 48 (DEC) :37-44
[5]  
Isaacson D. L., 1976, Markov Chains: Theory and Applications
[6]   ON THE STRONG LAW OF LARGE NUMBERS FOR FUNCTIONALS OF COUNTABLE NONHOMOGENEOUS MARKOV-CHAINS [J].
LIU, GX ;
LIU, W .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 50 (02) :375-391
[7]   A class of strong limit theorems for the sequences of arbitrary random variables [J].
Liu, W ;
Yang, WG .
STATISTICS & PROBABILITY LETTERS, 2003, 64 (02) :121-131
[8]   Convergence in the Cesaro sense and strong law of large numbers for nonhomogeneous Markov chains [J].
Yang, WG .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2002, 354 (1-3) :275-288