Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains (Q1336945): Difference between revisions
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English | Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains |
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Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains (English)
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6 November 1994
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For a nonhomogeneous Markov chain with finite state space a.s. upper and lower estimates of the geometric average of random transition probabilities are obtained.
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finite Markov chain
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random transition probabilities
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