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Some limit properties for a hidden inhomogeneous Markov chain

This paper presents a general strong limit theorem for delayed sum of functions of random variables for a hidden time inhomogeneous Markov chain (HTIMC), and as corollaries, some strong laws of large numbers for HTIMC are established thereby.

Detalles Bibliográficos
Autores principales: Dong, Yun, Ding, Fang-qing, Yao, Qi-feng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6208614/
https://www.ncbi.nlm.nih.gov/pubmed/30839765
http://dx.doi.org/10.1186/s13660-018-1884-7