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

Wen Liu, Jia-an Yan and Weiguo Yang

Statistics & Probability Letters, 2003, vol. 62, issue 1, 79-86

Abstract: 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.

Keywords: Extended; Borel-Cantelli; lemma; Strong; laws; of; large; numbers (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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