%0 Journal Article %T Some Limit Properties of the Harmonic Mean of Transition Probabilities for Markov Chains in Markovian Environments Indexed by Cayley's Trees %A Huilin Huang %J International Journal of Stochastic Analysis %D 2013 %I Hindawi Publishing Corporation %R 10.1155/2013/961571 %X We prove some limit properties of the harmonic mean of a random transition probability for finite Markov chains indexed by a homogeneous tree in a nonhomogeneous Markovian environment with finite state space. In particular, we extend the method to study the tree-indexed processes in deterministic environments to the case of random enviroments. 1. Introduction A tree is a graph which is connected and doesn't contain any circuits. Given any two vertices , let be the unique path connecting and . Define the graph distance to be the number of edges contained in the path . Let be an infinite tree with root . The set of all vertices with distance from the root is called the th generation of , which is denoted by . We denote by the union of the first generations of . For each vertex , there is a unique path from to and for the number of edges on this path. We denote the first predecessor of by . The degree of a vertex is defined to be the number of neighbors of it. If every vertex of the tree has degree , we say it is Cayley¡¯s tree, which is denoted by . Thus, the root vertex has neighbors in the first generation and every other vertex has neighbors in the next generation. For any two vertices and of tree , write if is on the unique path from the root to . We denote by the farthest vertex from satisfying and . We use the notation and denote by the number of vertices of . In the following, we always let denote the Cayley tree . A tree-indexed Markov chain is the particular case of a Markov random field on a tree. Kemeny et al. [1] and Spitzer [2] introduced two special finite tree-indexed Markov chains with finite transition matrix which is assumed to be positive and reversible to its stationary distribution, and these tree-indexed Markov chains ensure that the cylinder probabilities are independent of the direction we travel along a path. In this paper, we omit such assumption and adopt another version of the definition of tree-indexed Markov chains which is put forward by Benjamini and Peres [3]. Yang and Ye[4] extended it to the case of nonhomogeneous Markov chains indexed by infinite Cayley¡¯s tree and we restate it here as follows. Definition 1 (T-indexed nonhomogeneous Markov chains (see [4])). Let be an infinite Cayley tree, a finite state space, and a stochastic process defined on probability space , which takes values in the finite set . Let be a distribution on and a transition probability matrix on . If, for any vertex , then will be called -valued nonhomogeneous Markov chains indexed by infinite Cayley¡¯s tree with initial distribution (1) and %U http://www.hindawi.com/journals/ijsa/2013/961571/