A limit property of random conditional probabilities

DOI10.1016/S0167-7152(00)00061-4zbMATH Open0964.60032OpenAlexW2080568826MaRDI QIDQ1582665FDOQ1582665

Authors: Wen Liu 

Publication date: 8 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00061-4

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zbMATH Keywords

Markov chaintransition probabilitiesstrong law of large numbersharmonic meanconditional moment generating functionrandom conditional probability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

Cites Work

• Analytic Inequalities
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
• Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains

Cited In (6)

• Conditional law of large numbers and entropy of Markov processes
• Conditional limit theorems under Markov conditioning
• Some limit properties of the multivariate function sequences of discrete random variables
• On strong limit theorems for general information sources with an application to AEP
• Title not available (Why is that?)
• Title not available (Why is that?)

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