Copyright © 2010 Xiaosheng Wang and Haiying Guo. 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.
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.