A strong limit theorem on gambling systems

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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Year of publication:	2003
Authors:	Liu, Wen ; Wang, Jinting
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 84.2003, 2, p. 262-273
Publisher:	Elsevier
Keywords:	Strong limit theorem Gambling system Selection function

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

Persistent link: https://www.econbiz.de/10005221288