A class of strong limit theorems for the sequences of arbitrary random variables.

DOI10.1016/S0167-7152(03)00104-4zbMath1113.60303OpenAlexW1980904691MaRDI QIDQ1423132

Wei-guo Yang, Wen Liu

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00104-4

zbMATH Keywords

Markov chainsMartingale difference sequenceLimit theorems

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• Limits for martingale-like sequences
• On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
• On the strong law of large numbers for a class of stochastic processes
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