A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system

Kangkang Wang

Czechoslovak Mathematical Journal (2009)

  • Volume: 59, Issue: 1, page 23-37
  • ISSN: 0011-4642

Abstract

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In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established. Some results obtained are extended.

How to cite

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Wang, Kangkang. "A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system." Czechoslovak Mathematical Journal 59.1 (2009): 23-37. <http://eudml.org/doc/37905>.

@article{Wang2009,
abstract = {In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established. Some results obtained are extended.},
author = {Wang, Kangkang},
journal = {Czechoslovak Mathematical Journal},
keywords = {local convergence theorem; stochastic adapted sequence; martingale; local convergence theorem; stochastic adapted sequence; martingale},
language = {eng},
number = {1},
pages = {23-37},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system},
url = {http://eudml.org/doc/37905},
volume = {59},
year = {2009},
}

TY - JOUR
AU - Wang, Kangkang
TI - A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system
JO - Czechoslovak Mathematical Journal
PY - 2009
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 59
IS - 1
SP - 23
EP - 37
AB - In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established. Some results obtained are extended.
LA - eng
KW - local convergence theorem; stochastic adapted sequence; martingale; local convergence theorem; stochastic adapted sequence; martingale
UR - http://eudml.org/doc/37905
ER -

References

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