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A strong limit theorem on gambling systems

✍ Scribed by Wen Liu; Jinting Wang

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
167 KB
Volume
84
Category
Article
ISSN
0047-259X

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✦ Synopsis

A strong limit theorem on gambling system for Bernoulli sequences is extended to the sequences of arbitrary discrete random variables by using the conditional probabilities. Furthermore, by allowing the selection function to take values in an interval, the conception of random selection is generalized. In the proof an approach of applying the differentiation of measure on a net to the investigation of the strong limit theorem is proposed.

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