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Functionals and associated random variables

  • Kai Lai Chung
Part of the Die Grundlehren der Mathematischen Wissenschaften book series (volume 104)

Abstract

In this and the next two sections we consider a M. C. {x n ,n≧0} on (Ω, , P) with the state space I forming a recurrent class. Thus for almost all ωΩ, the sequence {x n (ω),n≧0} contains an infinite number of every state iI. By discarding a set of probability zero we may and we shall assume that this is indeed true for all ωΩ without exception.

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Copyright information

© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1960

Authors and Affiliations

  • Kai Lai Chung
    • 1
  1. 1.Syracuse UniversityUSA

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