# Convergence Theorems for Partial Sums of Arbitrary Stochastic Sequences

- Xiaosheng Wang
^{1}Email author and - Haiying Guo
^{1}

**2010**:168081

https://doi.org/10.1155/2010/168081

© Xiaosheng Wang and Haiying Guo. 2010

**Received: **27 May 2010

**Accepted: **20 October 2010

**Published: **24 October 2010

## Abstract

By using Doob's martingale convergence theorem, this paper presents a class of strong limit theorems for arbitrary stochastic sequence. Chow's two strong limit theorems for martingale-difference sequence and Loève's and Petrov's strong limit theorems for independent random variables are the particular cases of the main results.

## Keywords

## 1. Introduction

Let be a stochastic sequence on the probability space that is, the sequence of -fields in is increasing in (that is ), and are adapted to random variables .

Almost sure behavior of partial sums of random variables has enjoyed both a rich classical period and a resurgence of research activity. Some famous researchers, such as Borel, Kolmogorov, Khintchine, Loève, Chung, and so on, were interested in convergence theorem of partial sums of random variables and obtained lots of classical results for sequences of independent random variables and martingale differences. For a detailed survey of strong limit theorems of sequences for random variables, interested readers can refer to the books [1, 2].

In recent years, some work has been done on the strong limit theorems for arbitrary stochastic sequences. Liu and Yang [3] established two strong limit theorems for arbitrary stochastic sequences, which generalized Chung's [4] strong law of large numbers for sequence of independent random variables as well as Chow's [5] strong law of large numbers for sequence of martingale differences. Then, Yang [6] established two more general strong limit theorems in 2007, which generalized a result by Jardas et al. [7] for sequences of independent random variables and the results by Liu and Yang [3] for arbitrary stochastic sequences in 2003. In 2008, W. Yang and X. Yang [8] proved two strong limit theorems for stochastic sequences, which generalized results by Freedman [9], Isaac, [10] and Petrov [2]. Qiu and Yang [11] established another type strong limit theorem for stochastic sequence in 1999. Then, Wang and Guo [12] extended the main result of Qiu and Yang in 2009. In addition, Wang and Yang [13] established a strong limit theorem for arbitrary stochastic sequences in 2005, which generalized Chow's [5] series convergence theorem for sequence of martingale differences. Then, Qiu [14] extended the result of Wang and Yang in 2008.

The purpose of this paper is to discuss further the strong limit theorems for arbitrary stochastic sequences. By using Doob's [1] convergence theorem for martingale-difference sequence, we establish a class of new strong limit theorems for stochastic sequences. Chow's two strong limit theorems for martingale-difference sequence, Loève's series convergence theorem, and Petrov's strong law of large numbers for sequences of independent random variables are the particular cases of this paper. In addition, the main theorems of this paper extend the main results by Wang and Guo in 2009, Qiu and Yang in 1999, and the result by Wang and Yang in 2005, respectively. The remainder of this paper is organized as follows. In Section 2, we present the main theorems of this paper. In Section 3, the proofs of the main theorems in this paper are presented.

## 2. Main Theorems

In this section, we will introduce the main results of this paper.

Let be a positive real numbers sequence and and two positive real-valued functions on satisfying when and when .

Theorem 2.1.

Corollary 2.2 (Chow).

Proof.

By using Kroncker's lemma, it is a special case of Theorem 2.1 when the random variables are replaced by and .

Theorem 2.3.

then and converge a.e. under the same conditions (i) and (ii) as in Theorem 2.1, respectively.

Corollary 2.4 (Loève).

If , then If , then converges a.e.

Corollary 2.5 (Petrov).

Theorem 2.6.

Under the same conditions (i) and (ii) as in Theorem 2.1, and converge a.e. on , respectively.

Remark 2.7.

respectively.

Theorem 2.8.

Corollary 2.9 (Chow).

Corollary 2.10.

where the log is to the base 2.

Proof.

It is a special case of Theorem 2.8 when , , and (here, we set ).

## 3. Proofs of Theorems

We first give a lemma.

Lemma 3.1 (see [1]).

Let be a martingale. Then, for some , converges a.e. on the set .

Proof of Theorem 2.1.

The following argument breaks down into two cases.

Case 1.

It follows from (3.12) and (3.14) that (2.5) holds.

Case 2.

It follows from (3.12) and (3.16) that (2.6) holds. The theorem is proved.

Proof of Theorem 2.3.

That is . By Theorem 2.1, the conclusion of Theorem 2.3 holds. The theorem is proved.

Proof of Theorem 2.6.

It is a similar way with Theorem 2.1 except .

Proof of Theorem 2.8.

It follows from Lemma 3.1 that (2.18) holds. Furthermore, when , it follows from Kronecker's lemma that (2.19) holds. The theorem is proved.

## Declarations

### Acknowledgment

This work was supported by National Natural Science Foundation of China no. 11071104 and Hebei Natural Science Foundation no. F2010001044.

## Authors’ Affiliations

## References

- Stout WF:
*Almost Sure Convergence, Probability and Mathematical Statistics, Vol. 2*. Academic Press, London, UK; 1974:x+381.Google Scholar - Petrov VV:
*Sums of Independent Random Variables, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 8*. Springer, New York, NY, USA; 1975:x+346.Google Scholar - Liu W, Yang W: A class of strong limit theorems for the sequences of arbitrary random variables.
*Statistics & Probability Letters*2003, 64(2):121–131. 10.1016/S0167-7152(03)00104-4MathSciNetView ArticleMATHGoogle Scholar - Chung KL:
*A Course in Probability Theory, Probability and Mathematical Statistics, Vol. 2*. 2nd edition. Academic Press, London, UK; 1974:xii+365.Google Scholar - Chow YS, Teicher H:
*Probability Theory: Independence, Interchangeability, Martingales, Springer Texts in Statistics*. 2nd edition. Springer, New York, NY, USA; 1988:xviii+467.View ArticleMATHGoogle Scholar - Yang W: Strong limit theorem for arbitrary stochastic sequences.
*Journal of Mathematical Analysis and Applications*2007, 326(2):1445–1451. 10.1016/j.jmaa.2006.02.083MathSciNetView ArticleMATHGoogle Scholar - Jardas C, Pečarić J, Sarapa N: A note on Chung's strong law of large numbers.
*Journal of Mathematical Analysis and Applications*1998, 217(1):328–334. 10.1006/jmaa.1998.5740MathSciNetView ArticleMATHGoogle Scholar - Yang W, Yang X: A note on strong limit theorems for arbitrary stochastic sequences.
*Statistics & Probability Letters*2008, 78(14):2018–2023. 10.1016/j.spl.2008.01.084MathSciNetView ArticleMATHGoogle Scholar - Freedman D: A remark on the strong law.
*Annals of Probability*1974, 2: 324–327. 10.1214/aop/1176996713View ArticleMathSciNetMATHGoogle Scholar - Isaac R: On equitable ratios of Dubins-Freedman type.
*Statistics & Probability Letters*1999, 42(1):1–6. 10.1016/S0167-7152(98)00172-2MathSciNetView ArticleMATHGoogle Scholar - Qiu DH, Yang XQ: A class of strong limit theorems for sequences of arbitrary random variables.
*Acta Sciences Natural University Normal Hunan*1999, 22(4):9–15.MathSciNetMATHGoogle Scholar - Wang X, Guo H: Some strong limit theorems for arbitrary stochastic sequence. Proceeding of the 2nd International Joint Conference on Computational Sciences and Optimization, April 2009, Sanya, China 423–426.Google Scholar
- Wang XS, Yang WG: Strong convergence theorems for arbitrary stochastic sequence series.
*Mathematics in Practice and Theory*2005, 35(8):229–232.MathSciNetGoogle Scholar - Qiu DH: Strong convergence theorems for arbitrary random variable sequence series.
*Mathematics in Practice and Theory*2008, 38(1):155–158.MathSciNetMATHGoogle Scholar

## Copyright

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.