﻿ 关于马氏环境中马氏链的一个极限性质

# 关于马氏环境中马氏链的一个极限性质A Limit Property for Non-Homogeneous Markov Chain in Markov Environments

Abstract: In this paper we discuss the strong limit properties for moving average of functions of non-ho- mogeneous Markov chain in Markov environments. By constructing a sequence of random va-riables with one parameter and take 1 as the expectation, with the aid of the classic Borel-Cantelli lemma, we study the strong limit properties of Markov chain in random environments and obtain a strong limit theorem for moving average of functions of non-homogeneous Markov chain in Markov environments. Moreover, we generalize the existing results.

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