Inhomogeneous Markov Chains

This paper discusses some new results related to ergodic and limit theorems and also to the repeated logarithm low for inhomogeneous Markov chains. Theorems are formulated and proved for conditions that were not treated in the literature; some estimates obtained previously by S. N. Bernshtein are em...

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Veröffentlicht in:	Theory of probability and its applications 1961-04, Vol.6 (2), p.178-185
1. Verfasser:	Sarymsakov, T. A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Inequality Markov analysis Random variables
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Beschreibung
Zusammenfassung:	This paper discusses some new results related to ergodic and limit theorems and also to the repeated logarithm low for inhomogeneous Markov chains. Theorems are formulated and proved for conditions that were not treated in the literature; some estimates obtained previously by S. N. Bernshtein are employed. Lemma 1 is of greatest importance in the paper.
ISSN:	0040-585X 1095-7219
DOI:	10.1137/1106022