定义了时间离散状态连续的马氏链,引入二元函数的范数,利用近年来研究离散状态马氏链泛函的强大数定律的方法,根据连续状态下数学期望的定义及一些特殊不等式,研究了时间离散状态连续非齐次马氏链的收敛性,得到了时间离散状态连续非齐次马氏链二元函数的强大数定律.
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.