An Extension of a Theorem on Gambling Systems

In this paper a theorem on gambling systems for Bernoulli sequences is extended to arbitrary binary random sequences by using the notion of the likelihood ratio, and an analytical technique for the study of a.e. convergence is presented.

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Year of publication:	1995
Authors:	Liu, W. ; Wang, Z. Z.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 55.1995, 1, p. 125-132
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005199599