A Cassels-Schmidt theorem for non-homogeneous Markov chains (Q2484955)

For \(r\geq 2\) and \(s>1\) is an algebraic number such that \(\log s/\log r\) is irrational. In this paper the author deals with measures associated with a (not necessarily homogeneous or stationary) Markov chain with the state space \(\{0,1,\dots,r-1\}\) given by the sequence matrices \(P^{(n)}=(p_{ij}^{(n)})\) \(0\leq i,j<r\), \(n\geq 1\). This chain generates a measure \(\mu\) on \([0,1]\). The author proves that if \(\inf\{p_{ij}^{(n)}| 0\leq i,j<r, n\geq 1\}>0\), then \(\mu\)-almost all numbers on \([0,1]\) are normal to base \(s\). This generalizes an earlier result of \textit{L. N. Pushkin} [Theory Probab. Appl. 41, No. 3, 593--597 (1996; Zbl 0910.60053)]. The author is also concerned with the Hausdorff dimension of some sets of numbers determined in terms of the frequencies of their \(r\)-adic digits that are normal to base \(s\). This extends results of \textit{B. Volkmann} [Bull. Sci. Math., II. Sér. 108, 321--336 (1984; Zbl 0541.10045); Bull. Sci. Math., II. Sér. 109, 209--223 (1985; Zbl 0563.10040)] and \textit{P. Billingsley} [Ergodic theory and information, Wiley, New York (1965; Zbl 0141.16702)].