Strong Limit Theorems for Sums of Random Variables Defined on a Finite Markov Chain
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Published:1987
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Page:189-196
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ISSN:
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Container-title:Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory
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language:
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Publisher
Springer Netherlands
Reference21 articles.
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25, 309–324.
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25, 325–334.
3. Chow, Y. S., H. Teicher, C. Z. Wei, and K. F. Yu (1981), “Iterated logarithm laws with random subsequences”. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete
57, 215–251.
4. Cox, D. R., and H. D. Miller (1965). The Theory of Stochastic Processes. London: Chapman and Hall.
5. Fabens, A. J., and M. F. Neuts (1970), “The limiting distribution of the maximum term in a sequence of random variables defined on a Markov chain”. Journal of Applied Probability
7, 754–760.