A local convergence theorem for partial sums of stochastic adapted sequences
Czechoslovak Mathematical Journal, Tome 56 (2006) no. 2, pp. 525-532
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In this paper we establish a new local convergence theorem for partial sums of arbitrary stochastic adapted sequences. As corollaries, we generalize some recently obtained results and prove a limit theorem for the entropy density of an arbitrary information source, which is an extension of case of nonhomogeneous Markov chains.
Classification :
60F15
Keywords: local convergence theorem; stochastic adapted sequence; martingale
Keywords: local convergence theorem; stochastic adapted sequence; martingale
@article{CMJ_2006__56_2_a17,
author = {Yang, Weiguo and Ye, Zhongxing and Liu, Wen},
title = {A local convergence theorem for partial sums of stochastic adapted sequences},
journal = {Czechoslovak Mathematical Journal},
pages = {525--532},
publisher = {mathdoc},
volume = {56},
number = {2},
year = {2006},
mrnumber = {2291753},
zbl = {1164.60338},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMJ_2006__56_2_a17/}
}
TY - JOUR AU - Yang, Weiguo AU - Ye, Zhongxing AU - Liu, Wen TI - A local convergence theorem for partial sums of stochastic adapted sequences JO - Czechoslovak Mathematical Journal PY - 2006 SP - 525 EP - 532 VL - 56 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMJ_2006__56_2_a17/ LA - en ID - CMJ_2006__56_2_a17 ER -
%0 Journal Article %A Yang, Weiguo %A Ye, Zhongxing %A Liu, Wen %T A local convergence theorem for partial sums of stochastic adapted sequences %J Czechoslovak Mathematical Journal %D 2006 %P 525-532 %V 56 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/CMJ_2006__56_2_a17/ %G en %F CMJ_2006__56_2_a17
Yang, Weiguo; Ye, Zhongxing; Liu, Wen. A local convergence theorem for partial sums of stochastic adapted sequences. Czechoslovak Mathematical Journal, Tome 56 (2006) no. 2, pp. 525-532. http://geodesic.mathdoc.fr/item/CMJ_2006__56_2_a17/