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Liu Wen, A Theorem on Gambling Systems for Arbitrary Sequences of Random Variables, Bulletin of the London Mathematical Society, Volume 31, Issue 5, September 1999, Pages 607–615, https://doi.org/10.1112/S0024609399005913
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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. 1991 Mathematics Subject Classification 60F99.
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