Liu, Wen; Yan, Jia-an; Yang, Weiguo - In: Statistics & Probability Letters 62 (2003) 1, pp. 79-86
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...