A Theorem on Gambling Systems for Arbitrary Sequences of Random Variables |
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| Authors: | Wen Liu |
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| Institution: | Department of Mathematics, Hebei University of Technology Tianjin 300130, China |
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| Abstract: | A theorem on gambling systems for Bernoulli sequences is extendedto arbitrary sequences of random variables by using the notionof the likelihood ratio, and the martingale technique togetherwith the tool of moment generating functions for the study ofa.e. convergence is presented. 1991 Mathematics Subject Classification60F99. |
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