strong law of large numbers
A sequence of random variables with finite expectations in a probability space is said to satisfiy the strong law of large numbers if
where stands for convergence almost surely.
When the random variables are identically distributed, with expectation , the law becomes:
Kolmogorov’s strong law of large numbers theorems give conditions on the random variables under which the law is satisfied.
Title | strong law of large numbers |
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Canonical name | StrongLawOfLargeNumbers |
Date of creation | 2013-03-22 13:13:10 |
Last modified on | 2013-03-22 13:13:10 |
Owner | Koro (127) |
Last modified by | Koro (127) |
Numerical id | 11 |
Author | Koro (127) |
Entry type | Definition |
Classification | msc 60F15 |
Related topic | MartingaleProofOfKolmogorovsStrongLawForSquareIntegrableVariables |