Permutation invariant strong law of large numbers for exchangeable sequences (Q2065408)

This short note provides a variant of the SLLN (strong law of large numbers) for exchangeable sequences of integrable random variables \((\xi_n)_{n\in\mathbb N}\). The author proves that for arbitrary subsequences \((n_k)_{k\in\mathbb N}\), \((m_k)_{k\in\mathbb N}\) and permutations \(\pi\), \(\sigma\) of the non-negative integers, the Cesàro sums of \((\xi_{n_{\pi(k)}})_{k\in\mathbb N}\) and \((\xi_{\sigma(m_k)})_{k\in\mathbb N}\) converge almost surely to the same limit \(\xi=\mathbb E[\xi_n|\mathcal E]=\mathbb E[\xi_n|\mathcal T]\), where \(\mathcal E\), \(\mathcal T\) are the exchangeable and the tail \(\sigma\)-algebra, respectively. The proof uses the Komlós-Berkes SLLN in combination with de Finetti's theorem. In particular, the result shows that passing to a subsequence in the Komlós-Berkes SLLN is superflous for exchangeable sequences.