SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS. Issue 2 (April 2021)

• Record Type: Journal Article
• Authors: Zhong, Pingping; Yang, Weiguo; Shi, Zhiyan; Zhang, Yan
• Is Part Of: Probability in the engineering and informational sciences. Volume 35:Issue 2(2021)
• Page Start: 297
• Page End: 315
• Publication Date: 2021-04
• Subjects: countable nonhomogeneous Markov chains, -- generalized C-strong ergodicity, -- strong law of large numbers of delayed averages; 60G60, -- 60F15; Probabilities -- Periodicals; Engineering -- Statistical methods -- Periodicals; Information science -- Statistical methods -- Periodicals; 519.202462
• DOI: 10.1017/S0269964819000354
• Languages: English
• ISSNs: 0269-9648

Abstract

Abstract: The purpose of this paper is to establish some limit theorems of delayed averages for countable nonhomogeneous Markov chains. The definition of the generalized C -strong ergodicity and the generalized uniformly C -strong ergodicity for countable nonhomogeneous Markov chains is introduced first. Then a theorem about the generalized C -strong ergodicity and the generalized uniformly C -strong ergodicity for the nonhomogeneous Markov chains is established, and its applications to the information theory are given. Finally, the strong law of large numbers of delayed averages of bivariate functions for countable nonhomogeneous Markov chains is proved.