A limit theorem for partial sums of random variables and its applications
In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries, we generalize the extended Borel-Cantelli lemma, and obtain some strong laws of large numbers for Markov chains as well as a generalized strong ergodic theorem for irreducible and positive recurrent Markov chains.
Year of publication: |
2003
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Authors: | Liu, Wen ; Yan, Jia-an ; Yang, Weiguo |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 1, p. 79-86
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Publisher: |
Elsevier |
Keywords: | Extended Borel-Cantelli lemma Strong laws of large numbers |
Saved in:
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