On strong law of large numbers for non identically distributed random variables
Probability
2025-06-10 v1
Abstract
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of the expectation for each summand: the members of an ``infrequent'' part of the whole sequence may have moments of orders converging to zero.
Cite
@article{arxiv.2506.07508,
title = {On strong law of large numbers for non identically distributed random variables},
author = {I. V. Kozlov and A. Yu. Veretennikov},
journal= {arXiv preprint arXiv:2506.07508},
year = {2025}
}
Comments
9 pages, 24 references