Some generalized strong limit theorems for Markov chains in bi-infinite random environments

Zhiyan Shi, Cong Liu, Yan Fan, Dan Bao and Yang Chen

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 1, 150-161

Abstract: In this paper, we study a strong limit theorem of delayed sums for Markov chains in bi-infinite environments by constructing a sequence of random variables with parameters. As a corollary, we obtain some strong limit properties including the generalized conditional relative entropy for Markov chains in bi-infinite random environment. The results which we obtained generalize the results of Liu et al. (2015).

Date: 2022
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DOI: 10.1080/03610926.2020.1744655

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