Abstract:The definitions of discrete-time and continuous-state Markov chains and the norm of the functions of two variables are given. By applying the method of studying the strong law of large numbers for functions of discrete-state Markov chains in recent years, and adopting the definition of mathematical expectation in continuous-state and some special inequalities, the convergence of discrete-time and continuous-state nonhomogeneous Markov chains is studied. The strong law of large numbers for functions of two variables of discrete-time and continuous-state nonhomogeneous Markov chains is obtained.
王蓓 . 时间离散状态连续非齐次马氏链的强大数定律[J]. 江苏大学学报(自然科学版), 2008, 29(1): 86-88.
WANG Bei- . Strong law of large numbers for discrete-time and continuous-state nonhomogeneous Markov chains[J]. Journal of Jiangsu University(Natural Science Eidtion)
, 2008, 29(1): 86-88.