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On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains

Liu, Guoxin; Liu, Wen - In: Stochastic Processes and their Applications 50 (1994) 2, pp. 375-391

We prove a strong law of large numbers for functionals of nonhomogeneous Markov chains. The approach is analytic and different from the usual one.

Persistent link: https://www.econbiz.de/10008875722

The Markov approximation of the sequences of N-valued random variables and a class of small deviation theorems

Liu, Wen; Yang, Weiguo - In: Stochastic Processes and their Applications 89 (2000) 1, pp. 117-130

Let {Xn, n[greater-or-equal, slanted]0} be a sequence of random variables on the probability space ([Omega],F,P) taking values in the alphabet S={1,2,...,N}, and Q be another probability measure on F, under which {Xn, n[greater-or-equal, slanted]0} is a Markov chain. Let h(P Q) be the sample...

Persistent link: https://www.econbiz.de/10008873067