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:
Research
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
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author Dong, Yun
Ding, Fang-qing
Yao, Qi-feng
author_facet Dong, Yun
Ding, Fang-qing
Yao, Qi-feng
author_sort Dong, Yun
collection PubMed
description 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.
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spelling pubmed-62086142018-11-09 Some limit properties for a hidden inhomogeneous Markov chain Dong, Yun Ding, Fang-qing Yao, Qi-feng J Inequal Appl Research 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. Springer International Publishing 2018-10-25 2018 /pmc/articles/PMC6208614/ /pubmed/30839765 http://dx.doi.org/10.1186/s13660-018-1884-7 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Dong, Yun
Ding, Fang-qing
Yao, Qi-feng
Some limit properties for a hidden inhomogeneous Markov chain
title Some limit properties for a hidden inhomogeneous Markov chain
title_full Some limit properties for a hidden inhomogeneous Markov chain
title_fullStr Some limit properties for a hidden inhomogeneous Markov chain
title_full_unstemmed Some limit properties for a hidden inhomogeneous Markov chain
title_short Some limit properties for a hidden inhomogeneous Markov chain
title_sort some limit properties for a hidden inhomogeneous markov chain
topic Research
url 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
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AT dingfangqing somelimitpropertiesforahiddeninhomogeneousmarkovchain
AT yaoqifeng somelimitpropertiesforahiddeninhomogeneousmarkovchain

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