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A Theorem on Gambling Systems for Arbitrary Sequences of Random Variables.

Authors :
Wen, Liu
Source :
Bulletin of the London Mathematical Society. 1999, Vol. 31 Issue 5, p607-615. 9p.
Publication Year :
1999

Abstract

A theorem on gambling systems for Bernoulli sequences is extended to arbitrary sequences of random variables by using the notion of the likelihood ratio, and the martingale technique together with the tool of moment generating functions for the study of a.e. convergence is presented. 1991 Mathematics Subject Classification 60F99. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*GAMBLING systems
*MATHEMATICAL sequences
*RANDOM variables
*MARTINGALES (Mathematics)
*STOCHASTIC convergence

Details

Language :
English
ISSN :
00246093
Volume :
31
Issue :
5
Database :
Academic Search Index
Journal :
Bulletin of the London Mathematical Society
Publication Type :
Academic Journal
Accession number :
80076020
Full Text :
https://doi.org/10.1112/S0024609399005913
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