Some Limit Theorems for Arbitrary Stochastic Sequence

摘要：

In order to provide the general law which random variables satisfy the strong stability, the sufficient conditions of strong convergence for arbitrary stochastic sequence considered on certain subsets of the sample space are presented. By using Doobs martingale convergence theorem and stopping time, this paper obtains three strong limit theorems for arbitrary stochastic sequence. Chows strong law of large numbers for martingale-difference sequence and Loeves strong limit theorem on independent random variables are corollaries of the main results.

作者: Xiaosheng Wang Haiying Guo

作者单位: College of Science, Hebei University of Engineering.Handan, 056038, China

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 423-426

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）