In this paper, we prove a strong limit theorem for Markov chains in bi-infinite random environment. As corollary, we obtain the strong law of large numbers for nonhomogeneous Markov chains. Finally, we derive the strong limit theorem of harmonic mean of stochastic transition probabilities for Markov chains in bi-infinite random environment.
The project was supported by the National Natural Science Fundation of China (Grant No. 11571142).
引用本文:
景颖; 杨卫国. 双无限随机环境下马氏链的一类强极限定理[J]. 应用概率统计, 2021, 37(2): 174-180.
JING Ying;YANG Weiguo. A Class of Strong Limit Theorems for MCBRE. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2021, 37(2): 174-180.
