LIMITING DISTRIBUTION OF A SEQUENCE OF FUNCTIONS DEFINED ON A MARKOV CHAIN

被引：0

作者：

Kvatadze, Zurab ^{[1
]}

Kvatadze, Tsiala ^{[2
]}

机构：

[1] Georgian Tech Univ, Dept Math, 77 Kostava Str, Tbilisi 0175, Georgia

[2] Georgian Tech Univ, Fac Informat & Management Syst, 77 Kostava Str, Tbilisi 0175, Georgia

来源：

TRANSACTIONS OF A RAZMADZE MATHEMATICAL INSTITUTE | 2020年 / 174卷 / 02期

关键词：

Markov Chain; Limiting distribution; Class of ergodicity; Cyclical subclasses;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The present article shows the limiting distribution of partial sums of a functional sequence defined on a Markov Chain in case the chain is ergodic, with one class of ergodicity and contains cyclical subclasses.

引用

页码：199 / 205

页数：7

共 50 条

[1] LIMITING DISTRIBUTION OF MAXIMUM TERM IN A SEQUENCE OF RANDOM VARIABLES DEFINED ON A MARKOV CHAIN
FABENS, AJ
NEUTS, MF
JOURNAL OF APPLIED PROBABILITY, 1970, 7 (03) : 754 - &
[2] LIMITING DISTRIBUTION OF MAXIMA OF RANDOM-VARIABLES DEFINED ON A DENUMERABLE MARKOV-CHAIN
OBRIEN, G
ANNALS OF PROBABILITY, 1974, 2 (01): : 103 - 111
[3] LIMIT LAWS FOR MAXIMA OF A SEQUENCE OF RANDOM VARIABLES DEFINED ON A MARKOV CHAIN
RESNICK, SI
NEUTS, MF
ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (04): : 1515 - &
[4] ASYMPTOTIC LOCATION AND RECURRENCE PROPERTIES OF MAXIMA OF A SEQUENCE OF RANDOM VARIABLES DEFINED ON A MARKOV CHAIN
RESNICK, SI
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 18 (03): : 197 - &
[5] CHARACTERIZATION OF PROBABILITY-MEASURES BY LINEAR FUNCTIONS DEFINED ON A HOMOGENEOUS MARKOV-CHAIN
RAO, BLSP
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1987, 49 : 199 - 206
[6] LIMITING CONDITIONAL DISTRIBUTION FOR HOMOGENEOUS MARKOV-CHAIN WITH A SET OF STRONGLY COMMUNICATED STATES
ANISIMOV, VV
PUSHKIN, SG
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1985, (12): : 60 - 62
[7] A recursively defined sequence of functions
Deutsch, E
AMERICAN MATHEMATICAL MONTHLY, 2002, 109 (03): : 302 - 304
[8] LIMIT-THEOREMS FOR SUMS OF A SEQUENCE OF RANDOM-VARIABLES DEFINED ON A MARKOV-CHAIN
WOLFSON, DB
JOURNAL OF APPLIED PROBABILITY, 1977, 14 (03) : 614 - 620
[9] DIFFERENTIAL EQUATIONS WITH A SMALL PARAMETER AND CENTRAL LIMIT THEOREM FOR FUNCTIONS DEFINED ON A FINITE MARKOV CHAIN
PINSKY, M
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1968, 9 (02): : 101 - &
[10] ADDENDA TO PROCESSES DEFINED ON A FINITE MARKOV CHAIN
KEILSON, J
WISHART, DMG
PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY-MATHEMATICAL AND PHYSICAL SCIENCES, 1967, 63 : 187 - &

← 1 2 3 4 5 →