On the strong law of large numbers for dependent random variables |
| |
| Authors: | J R Blum M Brennan |
| |
| Institution: | (1) Division of Statistics, University of California, 95616 Davis, CA, USA;(2) Department of Mathematics, University of Southern California, 90007 Los Angeles, CA, USA |
| |
| Abstract: | Let {X
n}
n
=1/∞
be a sequence of random variables with partial sumsS
n, and let {ie241-1} be the σ-algebra generated byX
1,…,X
n. Letf be a function fromR toR and suppose {ie241-2}. Under conditions off and moment conditions on theX'
ns, we show thatS
n/n converges a.e. (almost everywhere). We give several applications of this result.
Research supported by N.S.F. Grant MCS 77-26809 |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
