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Kolmogoroff's Strong Law of Large Numbers holds for pairwise uncorrelated random variables

Published 8 May 2020 in math.PR | (2005.03967v8)

Abstract: Using the approach of N. Etemadi for the Strong Law of Large Numbers (SLLN) from 1981 and the elaboration of this approach by S. Cs\"org\H{o}, K. Tandori and V. Totik from 1983, I give weak conditions under which the SLLN still holds for pairwise uncorrelated (and also "quasi uncorrelated") random variables. I am focusing in particular on random variables which are not identically distributed. The approach also delivers a simple proof for the classical SLLN.

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