Asymptotic equipartition property for second-order circular Markov chains indexed by a two-rooted Cayley tree
Huilin Huang,
Weiguo Yang and
Zhiyan Shi
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 3, 1275-1289
Abstract:
In this paper, we introduce a model of a second-order circular Markov chain indexed by a two-rooted Cayley tree and establish two strong law of large numbers and the asymptotic equipartition property (AEP) for circular second-order finite Markov chains indexed by this homogeneous tree. In the proof, we apply a limit property for a sequence of multi-variable functions of a non homogeneous Markov chain indexed by such tree. As a corollary, we obtain the strong law of large numbers and AEP about the second-order finite homogeneous Markov chain indexed by the two-rooted homogeneous tree.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:3:p:1275-1289
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DOI: 10.1080/03610926.2015.1014113
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