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A limit theorem for the maximum of normalized partial sums

✍ Scribed by M. Sreehari


Publisher
Springer
Year
1970
Tongue
English
Weight
254 KB
Volume
16
Category
Article
ISSN
1432-2064

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A limit theorem for partial sums of rand
✍ Wen Liu; Jia-an Yan; Weiguo Yang πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 131 KB

In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries, we generalize the extended Borel-Cantelli lemma, and obtain some strong laws of large numbers for Markov chains as well as a generalized strong ergodic theorem for irreducible and positive recurrent