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By introducing the sample relative entropy rate as a measure of the deviation between the arbitrary random fields and the Markov chain fields on Cayley trees, a class of small deviation theorems for the frequencies of state ordered couples is established. In the proof a new analytic technique in...
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In this paper, the strong limit theorems for arbitrary stochastic sequences are studied. Some convergence theorems for martingale difference sequence and a class of strong limit theorem for countable nonhomogeneous Markov chains are the particular cases of the results of this paper. Finally, the...
Persistent link: https://www.econbiz.de/10005223589
Let {Xn,n[greater-or-equal, slanted]0} be a sequence of random variables taking values in S={1,2,...,N}, and let pk(xk x0,...,xk-1)=P(Xk=xk X0=x0,...,Xk-1=xk-1). In this paper a theorem on a.e. convergence for the harmonic mean of the random conditional probabilities {pk(Xk X0,...,Xk-1),...
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In this paper, we use an analytic approach to study the limit properties of {inn(Xn)}, the functional of a countable nonhomogeneous Markov chain {Xn}. A class of strong laws of large numbers for these processes, which are different from the usual ones, are obtained. In the theorems of this...
Persistent link: https://www.econbiz.de/10005254138
In this paper, we study the strong law of large numbers on the frequencies of states for a Markov chains field on a Bethe tree. In the proof, we apply a new technique in the study of the strong limit theorem.
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