On the law of large numbers for weakly dependent random variables

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Publication:2571503





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.











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