KMS Of Academy of mathematics and systems sciences, CAS
A limit theorem for partial sums of random variables and its applications | |
Liu, W; Yan, JA; Yang, WG | |
2003-03-15 | |
发表期刊 | STATISTICS & PROBABILITY LETTERS |
ISSN | 0167-7152 |
卷号 | 62期号:1页码:79-86 |
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. |
关键词 | extended Borel-Cantelli lemma strong laws of large numbers |
DOI | 10.1016/S0167-7152(02)00428-5 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000181571900009 |
出版者 | ELSEVIER SCIENCE BV |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/18221 |
专题 | 应用数学研究所 |
作者单位 | 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 |
推荐引用方式 GB/T 7714 | Liu, W,Yan, JA,Yang, WG. A limit theorem for partial sums of random variables and its applications[J]. STATISTICS & PROBABILITY LETTERS,2003,62(1):79-86. |
APA | Liu, W,Yan, JA,&Yang, WG.(2003).A limit theorem for partial sums of random variables and its applications.STATISTICS & PROBABILITY LETTERS,62(1),79-86. |
MLA | Liu, W,et al."A limit theorem for partial sums of random variables and its applications".STATISTICS & PROBABILITY LETTERS 62.1(2003):79-86. |
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