Binary digit representation of moments for maximum partial sums of random variables and applications
β Scribed by Chun Su; Xiang Chi
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 190 KB
- Volume
- 44
- Category
- Article
- ISSN
- 1001-6538
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
is non-decreasing. Thus, if one applies the c,-inequality, the inequality follows trivially. From this and from the preceding inequality we obtain By our condition the sums on the right hand side converge to 0 as n -+ + 00. This proves the assertion. Remarks. It is easy to see that for p > 2 our c
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