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

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  • Liu, Wen
  • Yang, Weiguo

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.

Suggested Citation

  • Liu, Wen & Yang, Weiguo, 2003. "A class of strong limit theorems for the sequences of arbitrary random variables," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 121-131, August.
    • Handle: RePEc:eee:stapro:v:64:y:2003:i:2:p:121-131
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    References listed on IDEAS

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    1. Liu, Guoxin & Liu, Wen, 1994. "On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 50(2), pages 375-391, April.
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    Cited by:

    1. Yang, Weiguo & Yang, Xue, 2008. "A note on strong limit theorems for arbitrary stochastic sequences," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2018-2023, October.

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