A class of strong limit theorems for inhomogeneous Markov chains indexed by a generalized Bethe tree on a generalized random selection system

DOI10.1007/S11253-012-0597-1MaRDI QIDQ1760002zbMATH OpenOpenAlexFDO

Authors Kangkang Wang

Publication date 23 November 2012

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-012-0597-1

zbMATH Keywords

Bethe treegames on graphsMarkov chainmartingale

Mathematics Subject Classification ID

Games on graphs (graph-theoretic aspects) (05C57) Strong limit theorems (60F15) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Games involving graphs (91A43)

Review text

A Markov chain is defined on the vertices of a generalized Bethe tree. Each vertex at level \(n\) (at distance \(n\) from the root) has the same number \(N(n+1)\) of edges to the next level, thus there are \(N(1)N(2)\dotsm N(n)\) vertices at level \(n\) for \(n=1,2,\dots \). Using terminology from gambling systems, a gain function is defined on pairs of states in a transition of the Markov chain, and a betting strategy is defined as a function of the states in the first \(n\) steps of the Markov chain. The total gain and the net gain in the first \(n\) steps are combined to a martingale process, and strong limit theorems are obtained by applying martingale convergence.

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Cites work

• A limit property of random transition probability for a nonhomogeneous Markov chain indexed by a tree
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• scientific article; zbMATH DE number 3761083 (Why is no real title available?)
• scientific article; zbMATH DE number 1226591 (Why is no real title available?)
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• SOME STRONG LIMIT THEOREMS FOR MARKOV CHAIN FIELDS ON TREES
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Cited in

(3)

• A class of local limit theorems for Markov chains field indexed with the generalized Bethe tree on the generalized random selection system
• scientific article; zbMATH DE number 5927056 (Why is no real title available?)
• Strong limit theorems for Markov chains field indexed with the generalized Bethe tree on the generalized random selection system

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