The Generalized Markov Approximation for N-valued Random Variables
Yongxi Fan, Huilin Huang
2024, v.30, Issue 3, 441-457
ABSTRACT
In this manuscript, we establish a class of generalized strong deviation theorems concerning the delayed sums of bivariate functions applied to sequences of arbitrary N-valued random variables. Additionally, we introduce a generalized strong law of large numbers for the delayed sums of functionals of non-homogeneous Markov chains. Simultaneously, we present a generalized entropy density theorem for non-homogeneous Markov chains. These contributions serve to enhance and expand the corresponding findings reported in contemporary literature.
doi:10.61102/1024-2953-mprf.2024.30.3.004
Keywords: generalized Markov approximation, generalized strong law of large numbers, delayed sums, generalized asymptotic equipartition property
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