A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system |
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Authors: | Kangkang Wang |
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Institution: | (1) School of Mathematics and physics, Jiangsu University of Science and Technology, Zhenjiang, 212003, China |
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Abstract: | In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system
by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in
arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic
equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established.
Some results obtained are extended.
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Keywords: | local convergence theorem stochastic adapted sequence martingale |
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