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A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain |
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| Authors: | Han-xing Wang Mao-ning Tang |
| Affiliation: | a Department of Mathematics and Information Science, Changsha University, Changsha, 410001, China b Department of Mathematics, Shanghai University, Shanghai, 200436, China c Department of Statistics, East China Normal University, Shanghai, 200062, China |
| Abstract: | A strongly ergodic non-homogeneous Markov chain is considered in the paper. As an analog of the Poisson limit theorem for a homogeneous Markov chain recurring to small cylindrical sets, a Poisson limit theorem is given for the non-homogeneous Markov chain. Meanwhile, some interesting results about approximation independence and probabilities of small cylindrical sets are given. |
| Keywords: | Markov chains Strongly ergodic Poisson distributions |
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