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A class of strong limit theorems for the sequences of arbitrary random variables

✍ Scribed by Wen Liu; Weiguo Yang

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
241 KB
Volume
64
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this paper, the strong limit theorems for arbitrary stochastic sequences are studied. Some convergence theorems for martingale di erence sequence and a class of strong limit theorem for countable nonhomogeneous Markov chains are the particular cases of the results of this paper. Finally, the strong law of large numbers for the *-mixing sequence and the strong law of large numbers for the limit martingale are proved.

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