A local convergence theorem for partial sums of stochastic adapted sequences
Czechoslovak Mathematical Journal, Tome 56 (2006) no. 2, pp. 525-532.
Voir la notice de l'article dans Czech Digital Mathematics Library
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
Mots-clés : local convergence theorem; stochastic adapted sequence; martingale
Mots-clés : 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 = {https://geodesic-test.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 - https://geodesic-test.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 https://geodesic-test.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. https://geodesic-test.mathdoc.fr/item/CMJ_2006__56_2_a17/