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A THEOREM ON GAMBLING SYSTEMS FOR ARBITRARY SEQUENCES OF RANDOM VARIABLES

Published online by Cambridge University Press:  01 September 1999

LIU WEN
LIU WEN
Affiliation:
Department of Mathematics, Hebei University of Technology, Tianjin 300130, China
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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.

Type
NOTES AND PAPERS
Information
Bulletin of the London Mathematical Society , Volume 31 , Issue 5 , September 1999 , pp. 607 - 615
Copyright
© The London Mathematical Society 1999

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