Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains

被引：5

作者：

Yang, Weiguo ^{[1
]}

Wang, Bei ^{[1
]}

Shi, Zhiyan ^{[1
]}

机构：

[1] Jiangsu Univ, Fac Sci, Zhenjiang, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 18期

基金：

中国国家自然科学基金;

关键词：

Countable asymptotic circular Markov chains; C-strong ergodicity; strong law of large numbers;

D O I：

10.1080/03610926.2012.712187

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we introduce the notion of a countable asymptotic circular Markov chain, and prove a strong law of large numbers: as a corollary, we generalize a well-known version of the strong law of large numbers for nonhomogeneous Markov chains, and prove the Shannon-McMillan-Breiman theorem in this context, extending the result for the finite case.

引用

页码：3943 / 3954

页数：12

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