|Title||THE STRONG LAW OF LARGE NUMBERS FOR MULTIVARIATE FUNCTIONS OF CONTINUOUS-STATE NONHOMOGENEOUS MARKOV CHAINS|
|Publication Type||Journal Article|
|Year of Publication||2018|
|Authors||ZHANG PENGYAN, YANG WEIGUO, WANG BEI|
|Journal||Dynamic Systems and Applications|
|AMS Subject Classification||60F15, 60J05|
In this paper, we are going to study the strong law of large numbers for multivariate functions of continuous-state nonhomogeneous Markov chains. Firstly, we give a primary proof of equivalence of the ergodicities for continuous-state homogeneous Markov chains. Then, we establish some lemmas which are the basis of the main result. Finally, we study the strong law of large numbers for functions of N + 1 variables of continuous-state nonhomogeneous Markov chains.