The strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov chains

Author:

Wang Bei,Shi Zhiyan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

Reference9 articles.

1. Liu W: Strong Deviation and Analytic Method. Science Press, Beijing; 2003.

2. Wang B: Strong law of large numbers for discrete-time and continuous-state nonhomogeneous Markov chains. J. Jiangsu Univ. Nat. Sci. 2008, 29(1):86–88.

3. Liu W, Yang WG: The limit properties of a class of averages of functions of two variables of arbitrary information sources. Chinese J. Appl. Probab. Statist. 1995, 11(2):195–203.

4. Liu W, Yang WG: A comparison between arbitrary information sources and nonhomogeneous Markov information sources and some small deviations theorems. Acta Math. Sin. (Chin. Ser.) 1997, 40(1):22–36.

5. Liu W, Yang WG: The Markov approximation of the sequences of N -valued random variables and a class of small deviation theorems. Stoch. Process. Appl. 2000, 89: 117–130. 10.1016/S0304-4149(00)00016-8

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