Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains

DOI10.1016/S0024-3795(02)00298-7zbMath1012.60033MaRDI QIDQ1855362

Wei-guo Yang

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

strong law of large numbersconvergence in the Cesàro sensecountable nonhomogeneous Markov chainsShannon-McMillian-Breiman theorem

Mathematics Subject Classification ID

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

Related Items (8)

SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS ⋮ On the critical dimension and AC entropy for Markov odometers ⋮ Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains ⋮ The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains ⋮ THE ASYMPTOTIC EQUIPARTITION PROPERTY FOR ASYMPTOTIC CIRCULAR MARKOV CHAINS ⋮ Moderate deviations for nonhomogeneous Markov chains ⋮ Strong law of large numbers for countable nonhomogeneous Markov chains ⋮ A class of small deviation theorems for the random variables associated withmth-order asymptotic circular Markov chains

Cites Work

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• A sandwich proof of the Shannon-McMillan-Breiman theorem
• The convergence of Cesaro averages for certain nonstationary Markov chains
• On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains

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