马氏环境中马氏链转移概率几何平均及其泛函的强极限定理

Abstract

Abstract:

By using analytic method, the strong limit theorems expressed by inequalities relative to geometric average of transition probabilities for fintie state Markov chains in single infinitely Markovian environments are obtained. Furthermore, their functional limit properties are studied and a class of strong laws of large numbers different from usual ones are obtained.

Key words: Markovian environments, Markov chains, Strong limit, Geometric average

CLC Number:

60J10

LI Ying-Qiu, WANG He-Song, WANG Zhong. Some Strong Limit Theorems of Geometric Average of Transition Probabilities |and Their Function for Markov Chains in Markovian Environments[J].Acta mathematica scientia,Series A, 2011, 31(2): 508-517.

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Some Strong Limit Theorems of Geometric Average of Transition Probabilities |and Their Function for Markov Chains in Markovian Environments

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