An extension of a theorem on gambling systems to arbitrary binary random variables (Q1916227)
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scientific article; zbMATH DE number 896109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of a theorem on gambling systems to arbitrary binary random variables |
scientific article; zbMATH DE number 896109 |
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An extension of a theorem on gambling systems to arbitrary binary random variables (English)
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2 July 1996
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The authors present an extension of a theorem on the gambling system to arbitrary binary random sequences. In the proof an analytic technique for the investigation of a.e. convergence is presented, too.
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gambling system
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binary random sequence
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likelihood ratio
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a.e. convergence
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