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

DOI10.1080/17442508.2019.1652608MaRDI QIDQ5086512zbMATH OpenOpenAlexFDO

Authors Bei Wang, Zhiyan Shi, Weiguo Yang

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

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)

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Cites work

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

Cited in

(5)

• Ergodic theorem for nonstationary random walks on compact abelian groups
• Strong law of large numbers for discrete-time and continuous-state nonhomogeneous Markov chains
• Limit theorems for continuous state nonhomogeneous Markov chain
• 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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