On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
We prove a strong law of large numbers for functionals of nonhomogeneous Markov chains. The approach is analytic and different from the usual one.
Year of publication: |
1994
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Authors: | Liu, Guoxin ; Liu, Wen |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 50.1994, 2, p. 375-391
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Publisher: |
Elsevier |
Keywords: | functional of a nonhomogeneous Markov chain strong law of large numbers a.s. convergence conditional expectation |
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