Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains

Let {Xn,n [greater-or-equal, slanted] 0} be nonhomogeneous Markov chain with state space S = {1,2, ..., m} and transition probabilities pn(i,j). In this paper some strong limit theorems relative to the geometric average of the random transition probabilities {pk(Xk-1,Xk), 1[less-than-or-equals, slant] k [less-than-or-equals, slant] n} are obtained.

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Year of publication:	1994
Authors:	Wen, Liu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 21.1994, 1, p. 77-83
Publisher:	Elsevier
Keywords:	Finite nonhomogeneous Markov chain Random transition probability Strong limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314057