二重非齐次马氏链及其随机变换的若干强极限定理

SOME STRONG LIMIT THEOREMS FOR BOTH NONHOMOGENOUS MARKOV CHAINS OF ORDER TOW AND THEIR RANDOM TRANSFORMS

利用鞅方法,给出二重非齐次马尔可夫链三元函数的几个强极限定理.作为特例,将赌博系统的随机变换概念推广到二重马氏链情形,得到二重马氏链随机选择与随机公平比的若干极限定理.

In this paper, some strong limit theorems for the function of three rariables for nonhomgenous Markov chains of order 2 are discussed by means of the martingale method. As a special example, the idea of random transformation of gambling system is extended to the nonhomgenous Markov chains of order 2, As results, some strong limit theorems and random equitable ratios for their random selection are obtained.