P. Hu

Some Limit Properties and the Generalized AEP Theorem for Nonhomogeneous Markov Chains

Let $(ξ_n)^∞_{n=0}$ be a Markov chain with the state space $\chi = \{1, 2, · · · , b\},$ $(g_n(x, y))^∞_{n=1}$ be functions defined on $\chi \times \chi,$ and $$F_{m_n,b_n} (\omega) =\frac{1}{b_n}\sum\limits_{k=m_n+1}^{m_n+b_n}g_k(ξ_{k−1}, ξ_k).$$ In this paper the limit properties of $F_{m_n,b_n}(\omega)$ and the gene...