随机环境中马氏链函数的极限性质

THE LIMIT PROPERTIES FOR FUNCTION OF MARKOV CHAINS IN RANDOM ENVIRONMENTS

本文研究了随机环境中马氏链函数的极限性质的问题.利用构造鞅差序列的方法,获得了随机环境中马氏链函数强大数定律的一系列充分条件,即当函数列{gn(x),n≥0}中x的取值范围不同时,可取适合的函数得到相应的结论,从而推广了已有结论的适用范围.

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{gn(x),n≥0}is different,the appropriate function can be taken to obtain the corresponding conclusion,thus extending the scope of application of the existing conclusions.