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.