%0 Journal Article
%T 关于马氏环境中马氏链的一个极限性质<br>A Limit Property for Non-Homogeneous Markov Chain in Markov Environments
%A 程成
%J Pure Mathematics
%P 81-87
%@ 2160-7605
%D 2016
%I Hans Publishing
%R 10.12677/PM.2016.61012
%X <div style=\"text-align:justify;\">
	<span style=\"line-height:1.5;\">本文研究马氏环境中非齐次马氏链泛函的滑动平均强极限性质。通过构造一列带参数且期望为1的随机变量，利用Borel-Cantelli引理来研究随机环境中马氏链的强极限定理，得到了马氏环境中马氏链泛函滑动平均的一个强极限定理，推广了若干已有结论。<br />
In this paper we discuss the strong limit properties for moving average of functions of non-ho- mogeneous Markov chain in Markov environments. By constructing a sequence of random va-riables with one parameter and take 1 as the expectation, with the aid of the classic Borel-Cantelli lemma, we study the strong limit properties of Markov chain in random environments and obtain a strong limit theorem for moving average of functions of non-homogeneous Markov chain in Markov environments. Moreover, we generalize the existing results.</span><span style=\"line-height:1.5;\"></span> 
</div>
%K 马氏链，马氏环境，强极限定理，相对熵<br>Markov Chain
%K Markov Environments
%K Strong Limit Theorem
%K Relative Entropy
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=16868