Some limit properties for a hidden inhomogeneous Markov chain

Some limit properties for a hidden inhomogeneous Markov chain

Abstract This paper presents a general strong limit theorem for delayed sum of functions of random variables for a hidden time inhomogeneous Markov chain (HTIMC), and as corollaries, some strong laws of large numbers for HTIMC are established thereby.

Bibliographic Details
Main Authors: Yun Dong, Fang-qing Ding, Qi-feng Yao
Format: Article
Language:English
Published: SpringerOpen 2018-10-01
Series:Journal of Inequalities and Applications
Subjects:
Inhomogeneous hidden Markov chain
Delayed sum
Law of large numbers
Online Access:http://link.springer.com/article/10.1186/s13660-018-1884-7

Internet

http://link.springer.com/article/10.1186/s13660-018-1884-7

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