[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.14317/jami.2012.30.3_4.541

SOME LIMIT PROPERTIES OF RANDOM TRANSITION PROBABILITY FOR SECOND-ORDER NONHOMOGENEOUS MARKOV CHAINS ON GENERALIZED GAMBLING SYSTEM INDEXED BY A DOUBLE ROOTED TREE

Wang, Kangkang (School of Mathematics and Physics, Jiangsu University of Science and Technology)
Zong, Decai (College of Computer Science and Engineering, Changshu Institute of Technology)

Publication Information

Journal of applied mathematics & informatics / v.30, no.3_4, 2012 , pp. 541-553 More about this Journal

Abstract

In this paper, we study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain on the generalized gambling system indexed by a tree by constructing a nonnegative martingale. As corollary, we obtain the property of the harmonic mean and the arithmetic mean of random transition probability for a second-order nonhomogeneous Markov chain indexed by a double root tree.

Keywords

double root tree; second-order nonhomogeneous Markov chains; random transition probability; harmonic mean; generalized gambling system;

Citations & Related Records

Reference

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