scholarly journals Large deviations for a class of nonhomogeneous Markov chains

2005 ◽  
Vol 15 (1A) ◽  
pp. 421-486 ◽  
Author(s):  
Zach Dietz ◽  
Sunder Sethuraman
Keyword(s):  
Markov Chains ◽  
Large Deviations ◽  
Nonhomogeneous Markov Chains

scholarly journals Level 2.5 Large Deviations for Continuous-Time Markov Chains with Time Periodic Rates

2018 ◽  
Vol 19 (10) ◽  
pp. 3197-3238 ◽  
Author(s):  
Lorenzo Bertini ◽  
Raphael Chetrite ◽  
Alessandra Faggionato ◽  
Davide Gabrielli
Keyword(s):  
Markov Chains ◽  
Large Deviations ◽  
Continuous Time ◽  
Continuous Time Markov Chains ◽  
Time Periodic

scholarly journals Local theorems of large deviations for homogeneous Markov chains

1971 ◽  
Vol 11 (3) ◽  
pp. 607-625
Author(s):  
E. Misevičius
Keyword(s):  
Markov Chains ◽  
Large Deviations

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: Э. В. Мисевичюс. Локальные теоремы с большими уклонениями для однородных цепей Маркова E. Misevičius. Didelių nukrypimų lokalinės teoremos homogeninėms Markovo grandinėms

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.

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