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

In this paper, the strong limit theorems for arbitrary stochastic sequences are studied. Some convergence theorems for martingale difference 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.
Year of publication:
2003
Authors: Liu, Wen ; Yang, Weiguo
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 2, p. 121-131
Publisher: Elsevier
Keywords: Limit theorems Martingale difference sequence Markov chains
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223589
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