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

Liu Wen

Statistics & Probability Letters, 1994, vol. 21, issue 1, 77-83

Abstract: 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.

Keywords: Finite; nonhomogeneous; Markov; chain; Random; transition; probability; Strong; limit; theorem (search for similar items in EconPapers)
Date: 1994
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