The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains. Issue 5 (3rd July 2020)

• Record Type: Journal Article
• Authors: Wang, Bei; Shi, Zhiyan; Yang, Weiguo
• Is Part Of: Stochastics. Volume 92:Issue 5(2020)
• Page Start: 732
• Page End: 745
• Publication Date: 2020-07-03
• Subjects: Nonhomogeneous Markov chains -- continuous state -- moving average -- strong law of large numbers; 60G60 -- 60J10 -- 60F15; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/17442508.2019.1652608
• Languages: English
• ISSNs: 1744-2508

Abstract

Abstract : In this paper, we will study the limit theorem for moving average of continuous state nonhomogeneous Markov chains. Firstly, we introduce the concept of ergodicity for continuous state homogeneous Markov chains. Meanwhile, we establish some lemmas which are the basis of the main result. Finally, we obtain the strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains.