Title: A Class of Strong Deviation Theorems for Functionals of Countable Nonhomogeneous Markov Chains
Abstract: In this paper,the notion of sample relative entropy rate,as a measure of the difference between the sequence of random variables and Markov chains,is introduced,and by the use of this notion,a class of limit properties of the sequences of random variables considered on certain sets of the sample space are obtained,of which some strong laws for Markov Chains are special cases.
Publication Year: 2007
Publication Date: 2007-01-01
Language: en
Type: article
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Cited By Count: 1
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