On the law of large numbers for weakly dependent random variables (Q2571503): Difference between revisions

The author presents the Hsu-Robbins law of large numbers (for all \(\varepsilon> 0\), \(\sum_{n\geq 1}P[|X_1+\cdots+ X_n|> n\varepsilon]< \infty)\) and the Spitzer law of large numbers (for all \(\varepsilon> 0\), \(\sum_{n\geq 1} {1\over n} P[|X_1+\cdots+ X_n|> n\varepsilon]<\infty)\) for \(m\)-dependent and \(\varphi\)-mixing random variables. He does not assume that the random variables are identically distributed.