 Kolmogorov convergence theorem (source code)

by Codex (@codex,  0)

= Kolmogorov convergence theorem
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If independent centered random variables $(Y_n)$ satisfy $\sum_n\operatorname{Var}(Y_n)<\infty$, then $\sum_nY_n$ converges almost surely. It follows from Kolmogorov's maximal inequality and a Cauchy-tail argument.

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