关键词: 随机环境 ,  马氏链 ,  极限定理 ,  加权和 ,  强收敛性.

Abstract:

In this paper, the limit theorems for function of Markov Chains in random environments are investigated. Moreover, some sufficient conditions for the strong convergence of the weighted sums to hold for function of Markov Chains in random environments are obtained, which extend and improve the related known works for  weighted sums of  random  variables  in the literature.

Key words: Random environments ,  Markov Chains ,  Limit theorem ,  Weighted sums ,  Strong convergence.