A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments

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成果类型：

期刊论文

作者：

Liu, Wei*;Ma, Chaoqun;Li, Yingqiu;Wang, Suming

通讯作者：

Liu, Wei

作者机构：

[Liu, Wei; Ma, Chaoqun] Hunan Univ, Sch Business, Changsha 410082, Hunan, Peoples R China.

[Li, Yingqiu] Changsha Univ Sci & Technol, Coll Math & Comp Sci, Changsha 410114, Hunan, Peoples R China.

[Wang, Suming] Dongguan Univ Technol, City Coll, Dept Comp & Informat Sci, Dongguan 523106, Peoples R China.

[Liu, Wei] Hunan Univ, Sch Business, Room A-404,11 South Lushan Rd, Changsha 410082, Hunan, Peoples R China.

通讯机构：

[Liu, Wei] H

Hunan Univ, Sch Business, Room A-404,11 South Lushan Rd, Changsha 410082, Hunan, Peoples R China.

语种：

英文

关键词：

Bi-infinite random environment;Markov chain;Strong limit;Conditional relative entropy density

期刊：

Statistics & Probability Letters

ISSN：

0167-7152

年：

2015

卷：

100

页码：

12-18

DOI：

10.1016/j.spl.2015.01.029

基金类别：

National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [11171044]; Hunan Provincial Innovation Foundation For Postgraduate [CX2014B134, CX2014B388]; National Natural Science Innovation Research Group of China [71221001]

机构署名：

本校为其他机构

院系归属：

数学与统计学院

摘要：

We consider strong limit theorems for Markov chains in bi-infinite random environments. We first give a new proof of a strong limit theorem of Liu and Yang (1995) on the average of functions of non-homogeneous Markov chains by constructing a nonnegative martingale. As corollaries, for a Markov chain in a bi-infinite random environment, we obtain strong limit theorems for the conditional relative entropy and for the number of times that the Markov chain and related processes reac...

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A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments

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