A limit theorem for partial sums of random variables and its applications

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 Markov chains.

MoreLess

Year of publication:	2003
Authors:	Liu, Wen ; Yan, Jia-an ; Yang, Weiguo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 1, p. 79-86
Publisher:	Elsevier
Keywords:	Extended Borel-Cantelli lemma Strong laws of large numbers

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319882