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).
CITATION STYLE
Brémaud, P. (2017). Almost Sure Convergence. In Probability Theory and Stochastic Modelling (Vol. 78, pp. 79–92). Springer Nature. https://doi.org/10.1007/978-3-319-43476-6_4
Mendeley helps you to discover research relevant for your work.