A tricentenary history of the law of large numbers

DOI10.3150/12-BEJSP12zbMATH Open1277.60005arXiv1309.6488OpenAlexW2012382622WikidataQ55894457 ScholiaQ55894457MaRDI QIDQ373519FDOQ373519

Authors: Eugene Seneta 

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The Weak Law of Large Numbers is traced chronologically from its inception as Jacob Bernoulli's Theorem in 1713, through De Moivre's Theorem, to ultimate forms due to Uspensky and Khinchin in the 1930s, and beyond. Both aspects of Jacob Bernoulli's Theorem: 1. As limit theorem (sample size $noinfty$), and: 2. Determining sufficiently large sample size for specified precision, for known and also unknown p (the inversion problem), are studied, in frequentist and Bayesian settings. The Bienaym'{e}-Chebyshev Inequality is shown to be a meeting point of the French and Russian directions in the history. Particular emphasis is given to less well-known aspects especially of the Russian direction, with the work of Chebyshev, Markov (the organizer of Bicentennial celebrations), and S.N. Bernstein as focal points.

Full work available at URL: https://arxiv.org/abs/1309.6488

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zbMATH Keywords

Jacob Bernoulli's theoremMarkov's theoremStirling's approximationBienaymé-Chebyshev inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) History of probability theory (60-03)

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Cited In (16)

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• An analysis of the superiorization method via the principle of concentration of measure
• On the bicentenary in St. Petersburg of Jacob Bernoulli's theorem
• On strong law of large numbers for pairwise independent random variables
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• Tercentennial anniversary of Bernoulli's law of large numbers
• On the bicentenary of the birth of P. L. Chebyshev, a great Russian mathematician
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• In praise (and search) of J. V. Uspensky
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• On degenerate Poisson random variable
• To systematically analyze the St.~Petersburg school of probability theorem of large numbers
• The weak law of large numbers for nonnegative summands

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