A local convergence theorem for partial sums of stochastic adapted sequences

Title:

A local convergence theorem for partial sums of stochastic adapted sequences

Creator:

Yang, Weiguo, Ye, Zhongxing, and Liu, Wen

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:42eb1b7c-52b8-487e-8d8a-052b02ad37c9
uuid:42eb1b7c-52b8-487e-8d8a-052b02ad37c9

Subject:

local convergence theorem, stochastic adapted sequence, and martingale

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

525-532

Source:

Czechoslovak Mathematical Journal | 2006 Volume:56 | Number:2

Harvested from:

CDK

Metadata only:

false