Mathematical Theory and Applications ›› 2018, Vol. 38 ›› Issue (3-4): 111-113.

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A Note on the Harmonic Mean Limit Theorem of Stochastic Transition Probability of Finite Nonhomogeneous Markov Chains

Li Shilin, Yang Weiguo   

  • Online:2018-12-30 Published:2020-09-21

Abstract: This note points out that the result about the harmonic mean limit of stochastic transition probability of finite non-homogeneous Markov chain is a corollary of the strong limit theorem for any random adaptive  sequence. 

Key words: Limit property , Non homogeneous, Markov chain , Stochastic transition probability , Harmonic mean