A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
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DOI: 10.1080/03610926.2016.1252404
Abstract: ABSTRACT Consider a Markov chain with finite alphabets. In this paper, we study the asymptotic properties of moving average, harmonic mean, and strong deviation theorems (limit theorems expressed by inequalities) of moving geometric average of… read more here.
Keywords: moving averages; markovian environments; markov chains; kind asymptotic ... See more keywords