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March, 1961 A Bound for the Law of Large Numbers for Discrete Markov Processes
Melvin Katz Jr., A. J. Thomasian
Ann. Math. Statist. 32(1): 336-337 (March, 1961). DOI: 10.1214/aoms/1177705163

Abstract

An exponential bound is obtained for the law of large numbers for $S_n = \sum^n_{k=1} f(X_k)$ where $\{X_k: k = 1, 2, \cdots \}$ is a discrete parameter Markov process satisfying Doeblin's condition and $f$ is a bounded, real-valued, measurable function.

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Melvin Katz Jr.. A. J. Thomasian. "A Bound for the Law of Large Numbers for Discrete Markov Processes." Ann. Math. Statist. 32 (1) 336 - 337, March, 1961. https://doi.org/10.1214/aoms/1177705163

Information

Published: March, 1961
First available in Project Euclid: 27 April 2007

zbMATH: 0104.11902
MathSciNet: MR119249
Digital Object Identifier: 10.1214/aoms/1177705163

Rights: Copyright © 1961 Institute of Mathematical Statistics

Vol.32 • No. 1 • March, 1961
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