Abstract
In this paper, the Chung’s strong law of large numbers is generalized to the random variables which do not need the condition of independence, while the sequence of Borel functions verifies some conditions weaker than that in Chung’s theorem. Some convergence theorems for martingale difference sequence such as L p martingale difference sequence are the particular cases of results achieved in this paper. Finally, the convergence theorem for A-summability of sequence of random variables is proved, where A is a suitable real infinite matrix.
Similar content being viewed by others
References
Butković, D., Sarapa, N., 1981. On the summability of sequence of independent random variables. Glasnik Mat., 16:157–166.
Chow, Y.S., Teicher, H., 1988. Probability Theory, 2nd Ed. Springer, New York, p.245–255.
Chung, K.L., 1974. A Course in Probability Theory, 2nd Ed. Academic Press, New York, p.109–130.
Jardas, C., Pečarić, J., Sarapa, N., 1998. A note on Chung’s strong law of large numbers. J. Math. Ana. Appl., 217(1):328–334. [doi:10.1006/jmaa.1998.5740]
Petrov, V.V., 1975. Sums of Independent Random Variables. Springer, New York, p.263–268.
Author information
Authors and Affiliations
Additional information
Project supported by the National Natural Science Foundation of China (No. 10571159) and the Specialized Research Fund for the Doctoral Program of Higher Education (No. 2002335090), China
Rights and permissions
About this article
Cite this article
Lin, Zy., Shen, Xm. A note on strong law of large numbers of random variables. J. Zhejiang Univ. - Sci. A 7, 1088–1091 (2006). https://doi.org/10.1631/jzus.2006.A1088
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1631/jzus.2006.A1088