On the weak ergodicity of nonhomogeneous Markov chains

1996 ◽  
Vol 26 (4) ◽  
pp. 293-295 ◽  
Author(s):  
Choon Peng Tan
Keyword(s):  
Markov Chains ◽  
Weak Ergodicity ◽  
Nonhomogeneous Markov Chains

SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS

2019 ◽  
pp. 1-19
Author(s):  
Pingping Zhong ◽  
Weiguo Yang ◽  
Zhiyan Shi ◽  
Yan Zhang
Keyword(s):  
Information Theory ◽  
Markov Chains ◽  
Limit Theorems ◽  
Law Of Large Numbers ◽  
Strong Law ◽  
Strong Ergodicity ◽  
Large Numbers ◽  
Nonhomogeneous Markov Chains ◽  
Definition Of ◽  
Bivariate Functions

AbstractThe 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.

Sign in / Sign up

Export Citation Format

Share Document