JING Ying, YANG Weiguo. A Class of Strong Limit Theorems for MCBRE[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(2): 174-180. DOI: 10.3969/j.issn.1001-4268.2021.02.005
Citation:
JING Ying, YANG Weiguo. A Class of Strong Limit Theorems for MCBRE[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(2): 174-180. DOI: 10.3969/j.issn.1001-4268.2021.02.005
JING Ying, YANG Weiguo. A Class of Strong Limit Theorems for MCBRE[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(2): 174-180. DOI: 10.3969/j.issn.1001-4268.2021.02.005
Citation:
JING Ying, YANG Weiguo. A Class of Strong Limit Theorems for MCBRE[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(2): 174-180. DOI: 10.3969/j.issn.1001-4268.2021.02.005
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.
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