A limit theorem for partial sums of random variables and its applications

被引：9

作者：

Liu, W

Yan, JA

Yang, WG

机构：

[1] Hebei Univ Technol, Dept Math, Tianjin 300130, Peoples R China

[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China

[3] Jiangsu Univ, Fac Sci, Zhenjiang 212013, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 62卷 / 01期

关键词：

extended Borel-Cantelli lemma; strong laws of large numbers;

D O I：

10.1016/S0167-7152(02)00428-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2003 Elsevier Science B.V. All rights reserved.

引用

页码：79 / 86

页数：8