A strong limit theorem on gambling systems

Wen Liu and Jinting Wang

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 262-273

Abstract: 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.

Keywords: Strong; limit; theorem; Gambling; system; Selection; function (search for similar items in EconPapers)
Date: 2003
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