Abstract
This chapter gives the basic theory of almost sure convergence and Kolmogorov’s strong law of large numbers (1933) according to which the empirical mean of an iid sequence of integrable random variables converges almost surely to the probabilistic mean (the expectation).
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Brémaud, P. (2017). Almost Sure Convergence. In: Discrete Probability Models and Methods. Probability Theory and Stochastic Modelling, vol 78. Springer, Cham. https://doi.org/10.1007/978-3-319-43476-6_4
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DOI: https://doi.org/10.1007/978-3-319-43476-6_4
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-43475-9
Online ISBN: 978-3-319-43476-6
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