The Limit Properties For The Two-order Markov Chains And Its Functions

Markov chains are special Random Process. Renently, Professor Liu Wen, who first invented the analysis method in solving Large Number theory, connected it and Markov chains and got some limit properties about one-order Markov chains. This article gets some good results on the two-order Markov chains on the base of the studies of one-order markov chains : In infinite experiment, the frequency of times of stationary state is accessing to transition probability.The indication function which is the times of appearance is a special function,so this paper in forth chapter continue to study more general function regarding to two-order Markov chains,which is the property of the function of two-order Markov chains. In chapter five,this paper study the convergence of Cesaro averages for two-order Morkov chains.