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The limit properties for function of Markov chains in random environments. (Chinese. English summary) Zbl 1474.60071

Summary: In this paper, we study the limit properties of Markov chain functions in random environments. By using the method of constructing martingale difference sequence, a series of sufficient conditions of the strong law of large numbers for Markov chain functions in random environment are obtained. That is, when the value range of \(x\) in the function sequence \(\{{g_n} (x), n \ge 0\}\) is different, the appropriate function can be taken to obtain the corresponding conclusion, thus extending the scope of application of the existing conclusions.

MSC:

60F15 Strong limit theorems
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60K37 Processes in random environments
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