A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments

DOI10.1016/J.SPL.2015.01.029zbMATH Open1316.60039OpenAlexW2054156925MaRDI QIDQ2348312FDOQ2348312

Authors: Wei Liu, Suming Wang, Chaoqun Ma, Yingqiu Li 

Publication date: 11 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.029

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zbMATH Keywords

Markov chainstrong limit theorembi-infinite random environmentconditional relative entropy density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15) Processes in random environments (60K37)

Cites Work

• A Mathematical Theory of Communication
• Probability. Theory and examples.
• Markov chains and stochastic stability
• Title not available (Why is that?)
• The Basic Theorems of Information Theory
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• The Individual Ergodic Theorem of Information Theory
• The ergodic theory of Markov chains in random environments
• Large deviations for Markov chains with random transitions
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
• Recurrence and invariant measure of Markov chains in double-infinite random environments
• Markov chains in random environments: The case of Markovian environments
• On the central limit theorem for Markov chains in random environments
• Markov chains with stochastically stationary transition probabilities
• On direct convergence and periodicity for transition probabilities of Markov chains in random environments
• Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains
• A limit theorem for the entropy density of nonhomogeneous Markov information source

Cited In (11)

• The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space
• A class of small deviation theorems for Markov chains in bi-infinite random environment
• Delay dynamic double integral inequalities on time scales with applications
• The limit theorems for function of Markov chains in the environment of single infinite Markovian systems
• A class of strong limit theorems for Markov chains in bi-infinite random environment
• A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment
• Tree-indexed Markov chains in random environment and some of their strong limit properties
• Strong limit theorems for Markov chains in bi-infinite environments
• Some generalized strong limit theorems for Markov chains in bi-infinite random environments
• A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
• Some strong limit theorems of geometric average of transition probabilities and their functions for Markov chains in Markovian environments

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