Some limit properties for Markov chains indexed by a homogeneous tree
We first study a local convergence theorem for countable Markov chains indexed by a homogeneous tree. As corollaries, we obtain some limit theorems for the frequencies of occurrence of states and ordered couples of states for countable Markov chains indexed by a homogeneous tree. Finally, we obtain the strong law of large numbers and Shannon-McMillan theorem for finite Markov chains indexed by a homogeneous tree. In the proof, a new technique for establishing the strong limit theorems in probability theory is applied.
Year of publication: |
2003
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Authors: | Yang, Weiguo |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 3, p. 241-250
|
Publisher: |
Elsevier |
Keywords: | Homogeneous tree Markov chains Local convergence Strong law of large numbers |
Saved in:
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