双无限随机环境下马氏链的一类强极限定理

A Class of Strong Limit Theorems for MCBRE

摘要: 本文的目的是要研究双无限随机环境下马氏链的一个强极限定理. 作为推论得到了非齐次马氏链的一个强大数定律. 最后,得到双无限随机环境中马氏链的随机转移概率调和平均的强极限定理.

Abstract: 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.