THE STRONG LAW OF LARGE NUMBERS FOR MULTIVARIATE FUNCTIONS OF CONTINUOUS-STATE NONHOMOGENEOUS MARKOV CHAINS

TitleTHE STRONG LAW OF LARGE NUMBERS FOR MULTIVARIATE FUNCTIONS OF CONTINUOUS-STATE NONHOMOGENEOUS MARKOV CHAINS
Publication TypeJournal Article
Year of Publication2018
AuthorsZHANG PENGYAN, YANG WEIGUO, WANG BEI
JournalDynamic Systems and Applications
Volume27
Issue2
Start Page257
Pagination14
Date Published03/2018
ISSN1056-2176
AMS Subject Classification60F15, 60J05
Abstract

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.
PDFhttps://acadsol.eu/dsa/articles/27/2/4.pdf
DOI10.12732/dsa.v27i2.4
Refereed DesignationRefereed