Recursive smoothers for hidden discrete-time Markov chains.
Aggoun, Lakhdar (2005)
Journal of Applied Mathematics and Stochastic Analysis
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Aggoun, Lakhdar (2005)
Journal of Applied Mathematics and Stochastic Analysis
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Rosenthal, Jeffrey S. (2002)
Electronic Communications in Probability [electronic only]
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Heck, Matthias K., Maaouia, Faïza (2001)
Electronic Journal of Probability [electronic only]
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Cassio Neri (2004)
Annales de l'I.H.P. Analyse non linéaire
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Hermoso-Carazo, A., Linares-Pérez, J. (2009)
Mathematical Problems in Engineering
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Kangkang Wang (2009)
Czechoslovak Mathematical Journal
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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...
Swishchuk, Anatoliy, Islam, M.Shafiqul (2010)
International Journal of Stochastic Analysis
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Tomáš Cipra (1990)
Commentationes Mathematicae Universitatis Carolinae
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