Title of article :
A strong limit theorem on gambling systems
Author/Authors :
Liu، نويسنده , , Wen and Wang، نويسنده , , Jinting، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
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
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis