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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2021 Volume 66, Issue 2, Pages 327–341 (Mi tvp5459)

This article is cited in 4 papers

Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables

M. Janisch

University of Zürich, Mathematics Department, Zürich, Switzerland

Abstract: Using the approach of Etemadi for the strong law of large numbers [Z.Wahrsch. Verw. Gebiete, 55 (1981), pp. 119–122] and its elaboration by Csörgő, Tandori, and Totik [Acta Math.Hungar., 42 (1983), pp. 319–330], we give weaker conditions under which the strong law of large numbers still holds, namely for pairwise uncorrelated (and also for “quasi-uncorrelated”) random variables. We focus, in particular, on random variables which are not identically distributed. Our approach leads to another simple proof of the classical strong law of large numbers.

Keywords: strong law of large numbers, Kolmogorov condition, Etemadi theorem, pairwise uncorrelated random variables, quasi-uncorrelated random variables.

Received: 23.11.2020
Accepted: 25.11.2020

DOI: 10.4213/tvp5459


 English version:
Theory of Probability and its Applications, 2021, 66:2, 263–275

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© Steklov Math. Inst. of RAS, 2025