On the Strong Law of Large Numbers for Nonidentically Distributed, Partially Dependent Random Variables
Abstract A new version of the strong law of large numbers is proposed for a “good” sequence of pairwise independent random variables (r.v.’s) with a small portion of “bad” dependent r.v.’s. The main goal was to weaken the requirement for the existence of the expectation for each term: the r.v.’s of the bad, “sparse” part of the sequence may have moments of orders converging to zero.
Authors
- A. Yu. Veretennikov
- I. V. Kozlov
Institutions
- Peoples' Friendship University of Russia (RU)
- Lomonosov Moscow State University (RU)
- Institute for Information Transmission Problems (RU)
Publication Details
- Journal
- Mathematical Notes
- Published
- 2026-09-30
- DOI
- https://doi.org/10.1134/s000143462660434x
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00