In this paper the following results have been proved:Theorem 1. Let x_n(n = 0, 1, 2,…) be a homogeneous Markov chain, S(k, n) be the number of occurrences of the state k and A (k, l, n) be the number of the state l occurring directly after the state k in the first n trials, and assume that P(D_k)>0, where D_k={ω:x_i=k for infinite i}, then holds almost everywhere in D_k, i.e.,Theorem 2. Let x_n(n = 0, 1, 2,…) be a homogeneous Markov chain, C be a irreducible class of the recurrent states, k ∈ C, S(k, n) be the number of occurrences of the state k and A(k, l, n) be the number of the state l occurring directly after the state k in the first n trials, if there exists j ∈C such that q_i = P(x_o = j) > 0, then holds almost everywhere in δ_j = {ω:x_o = j}, i.e.,In proof, the author has put forward a new purely analytical method for researches on strong limit theorems, a method of the function theory which is completely different from the usual methods in probability theory.