Bibliography:Almost sure convergence


 * P. Billingsley, Probability and Measure (2 ed.), ser. Wiley Series in Probability and Mathematical Statistics, Wiley, 1986.
 * D. Williams, Probability with Martingales, Cambridge : Cambridge University Press, 1991.
 * E. Wong and B. Hajek, Stochastic Processes in Engineering Systems, New York: Springer-Verlag,   1985.