Strong limit theorems for nonhomogeneous Markov chains
Liang Pei-pei
Abstract
Liang Pei-pei
Abstract
The strong limit theorems for the nonhomogeneous Markov chains are studied.Firstly a limit theorem for the average of the function of arbitrary k variables of the nonhomogeneous Markov chains is established by the convergence theorem for the martingale difference sequence.Finally as corollaries a series of strong limit theorems for the frequency of the occurrence of state are obtained.
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The strong limit theorems for the nonhomogeneous Markov chains are studied.Firstly a limit theorem for the average of the function of arbitrary k variables of the nonhomogeneous Markov chains is established by the convergence theorem for the martingale difference sequence.Finally as corollaries a series of strong limit theorems for the frequency of the occurrence of state are obtained.
Key concepts: Markov chain, Mathematics, Limit (mathematics), Martingale (probability theory), Uniform limit theorem, Martingale difference sequence, Applied mathematics, Sequence (biology)