可数Markov过程函数的一个强大数律

A Strong Law of Large Number of Functions of Denumerable Markov Processes

对于状态空间为Ｓ＝｛ｋ；ｋ≥０，ｋ为整数）的非齐次Ｍａｒｋｏｖ链Ｘ＝｛ｘｔ；ｔ∈［０．＋∝）｝，给出其函数ｆ（ｘｔ，ｔ）的强大数律成立的条件．所得结论推广了Ｃｈｕｎｇ（１９７４年）文中关于齐次转移概率的经典结论．

A sufficent condition of strong law of large number for functions of non-homogeneous Markov chains is given. This result extends the classical conclusion on homogeneous case,and can be applied to Markov Decission Processes.