Title: Some Limit Theorems on Moving Average of Functions for Countable Non-homogeneous Markov Chains
Abstract: Based on asymptotic method, some limit properties of non- homogeneous Markov chains are studied.Firstly, asymptotic logarithmic likelihood ratio is used as a random measure of deviation between a sequence of continuous random variables and independent ones. Then, by constructing an almost everywhere convergence super- martingale and Borel- Cantelli lemma, a class of strong limit theorems on moving average of functions for countable non-homogeneous Markov chains are obtained. The classical results are generalized.
Publication Year: 2015
Publication Date: 2015-01-01
Language: en
Type: article
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