可列值赌博系统的一个强极限定理

A Strong limit theorem for gambling system of numberable valued random variable

将关于Bernoulli序列赌博策略的一个强极限定理推广到取可列值的任意相依随机变量序列,证明中给出了将条件矩母函数的工具应用于赌博系统强极限定理研究的一种途径.

A strong limit theorem on gambling strategy for Bernoulli sequences is extended to the sequences of arbitrary dependent random variables which take numberable values. In the proof, an approach of applying the conditional moment generating function to the investigation of the strong limit theorem for gambling system is proposed.