A class of strong limit theorems for the sequences of arbitrary random variables

Wen Liu and Weiguo Yang

Statistics & Probability Letters, 2003, vol. 64, issue 2, 121-131

Abstract: In this paper, the strong limit theorems for arbitrary stochastic sequences are studied. Some convergence theorems for martingale difference sequence and a class of strong limit theorem for countable nonhomogeneous Markov chains are the particular cases of the results of this paper. Finally, the strong law of large numbers for the *-mixing sequence and the strong law of large numbers for the limit martingale are proved.

Keywords: Limit; theorems; Martingale; difference; sequence; Markov; chains (search for similar items in EconPapers)
Date: 2003
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