Stochastics ( IF 0.9 ) Pub Date : 2021-09-28 , DOI: 10.1080/17442508.2021.1980569 Michael Grabchak 1 , Isaac M. Sonin 1
We prove an analogue of the classical zero-one law for both homogeneous and nonhomogeneous Markov chains (MC). Its almost precise formulation is simple: given any event A from the tail σ-algebra of MC , for large n, with probability near one, the trajectories of the MC are in states i, where is either near 0 or near 1. A similar statement holds for the entrance σ-algebra when n tends to . To formulate this second result, we give detailed results on the existence of nonhomogeneous Markov chains indexed by or in both the finite and countable cases. This extends a well-known result due to Kolmogorov. Further, in our discussion, we note an interesting dichotomy between two commonly used definitions of MCs.
中文翻译:
马尔可夫链的零一定律
我们证明了均匀和非均匀马尔可夫链(MC)的经典零一定律的类似物。它几乎精确的公式很简单:给定来自MC的尾σ代数的任何事件A,对于较大的n,概率接近 1,MC 的轨迹处于状态i,其中接近 0 或接近1。当n趋于. 为了制定第二个结果,我们给出了关于非齐次马尔可夫链存在的详细结果,索引为或者在有限和可数的情况下。由于 Kolmogorov,这扩展了一个众所周知的结果。此外,在我们的讨论中,我们注意到两个常用的 MC 定义之间存在有趣的二分法。