The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains

DOI10.1080/17442508.2019.1652608zbMATH Open1490.60216OpenAlexW2967020356MaRDI QIDQ5086512FDOQ5086512

Weiguo Yang, Bei Wang, Zhiyan Shi

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2019.1652608

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zbMATH Keywords

strong law of large numbersnonhomogeneous Markov chainsmoving averagecontinuous state

Mathematics Subject Classification ID

Random fields (60G60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

Cites Work

• The generalized entropy ergodic theorem for nonhomogeneous Markov chains
• THE ASYMPTOTIC EQUIPARTITION PROPERTY FOR ASYMPTOTIC CIRCULAR MARKOV CHAINS
• The Asymptotic Equipartition Property for a Nonhomogeneous Markov Information Source
• Strong law of large numbers for countable nonhomogeneous Markov chains
• Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
• A Limit Law Concerning Moving Averages
• Large deviations for a class of nonhomogeneous Markov chains
• Limit theorems for moving averages of independent random vectors
• Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
• Some Theorems Concerning the Strong Law of Large Numbers for Non- Homogeneous Markov Chains
• Occupation laws for some time-nonhomogeneous Markov chains
• An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
• A Note on some Ergodic Theorems of A. Paz
• Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains
• A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
• Inhomogeneous Markov Chains and Ergodicity Coefficients: John Hajnal (1924–2008)

Cited In (3)

• Ergodic theorem for nonstationary random walks on compact abelian groups
• Some generalized strong limit theorems for Markov chains in bi-infinite random environments
• A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains

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