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Some limit properties for a hidden inhomogeneous Markov chain

Authors :
Yun Dong
Fang-qing Ding
Qi-feng Yao
Source :
Journal of Inequalities and Applications, Vol 2018, Iss 1, Pp 1-9 (2018)
Publication Year :
2018
Publisher :
SpringerOpen, 2018.

Abstract

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.

Subjects

Subjects :
Inhomogeneous hidden Markov chain
Delayed sum
Law of large numbers
Mathematics
QA1-939

Details

Language :
English
ISSN :
1029242X
Volume :
2018
Issue :
1
Database :
Directory of Open Access Journals
Journal :
Journal of Inequalities and Applications
Publication Type :
Academic Journal
Accession number :
edsdoj.f90894dd03d24b56b7bb2f9bb101d196
Document Type :
article
Full Text :
https://doi.org/10.1186/s13660-018-1884-7
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