A local convergence theorem for partial sums of stochastic adapted sequences

Yang, Wei Guo, Ye, Zhong Xing, and Liu, Wen. "A local convergence theorem for partial sums of stochastic adapted sequences." Czechoslovak Mathematical Journal 56.2 (2006): 525-532. <http://eudml.org/doc/31045>.

@article{Yang2006,
abstract = {In this paper we establish a new local convergence theorem for partial sums of arbitrary stochastic adapted sequences. As corollaries, we generalize some recently obtained results and prove a limit theorem for the entropy density of an arbitrary information source, which is an extension of case of nonhomogeneous Markov chains.},
author = {Yang, Wei Guo, Ye, Zhong Xing, Liu, Wen},
journal = {Czechoslovak Mathematical Journal},
keywords = {local convergence theorem; stochastic adapted sequence; martingale; local convergence theorem; stochastic adapted sequence; martingale},
language = {eng},
number = {2},
pages = {525-532},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A local convergence theorem for partial sums of stochastic adapted sequences},
url = {http://eudml.org/doc/31045},
volume = {56},
year = {2006},
}

TY - JOUR
AU - Yang, Wei Guo
AU - Ye, Zhong Xing
AU - Liu, Wen
TI - A local convergence theorem for partial sums of stochastic adapted sequences
JO - Czechoslovak Mathematical Journal
PY - 2006
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 56
IS - 2
SP - 525
EP - 532
AB - In this paper we establish a new local convergence theorem for partial sums of arbitrary stochastic adapted sequences. As corollaries, we generalize some recently obtained results and prove a limit theorem for the entropy density of an arbitrary information source, which is an extension of case of nonhomogeneous Markov chains.
LA - eng
KW - local convergence theorem; stochastic adapted sequence; martingale; local convergence theorem; stochastic adapted sequence; martingale
UR - http://eudml.org/doc/31045
ER -