The strong laws of large numbers for countable non homogeneous hidden Markov models |
| |
| Authors: | Guoqing Yang Xiaotai Wu |
| |
| Institution: | 1. Faculty of Science, Jiangsu University, Zhenjiang, China;2. Department of Mathematics, Anhui Polytechnic University, Wuhu, China |
| |
| Abstract: | In this article, we are going to study the strong laws of large numbers for countable non homogeneous hidden Markov models. First, we introduce the notion of countable non homogeneous hidden Markov models. Then, we obtain some properties for those Markov models. Finally, we establish two strong laws of large numbers for countable non homogeneous hidden Markov models. As corollaries, we obtain some known results of strong laws of large numbers for finite non homogeneous Markov chains. |
| |
| Keywords: | Countable non homogeneous hidden Markov models Non homogeneous Markov chains Strong law of large numbers |
|
|
