Some limit properties for a hidden inhomogeneous Markov chain

Yun Dong; Fang-Qing Ding; Qi-Feng Yao

doi:10.1186/s13660-018-1884-7

Some limit properties for a hidden inhomogeneous Markov chain

J Inequal Appl. 2018;2018(1):292. doi: 10.1186/s13660-018-1884-7. Epub 2018 Oct 25.

Authors

Yun Dong¹, Fang-Qing Ding², Qi-Feng Yao³

Affiliations

¹ School of Mathematics, Maanshan Teachers' College, Maanshan, China.
² 2Department of Mathematics and Physics, HeFei University, Anhui, P.R. China.
³ 3School of Mathematics & Physics, AnHui University of Technology, Ma'anshan, China.

Abstract

This paper presents a general strong limit theorem for delayed sum of functions of random variables for a hidden time inhomogeneous Markov chain (HTIMC), and as corollaries, some strong laws of large numbers for HTIMC are established thereby.

Keywords: Delayed sum; Inhomogeneous hidden Markov chain; Law of large numbers.