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Strong law for adjacent products

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Almost sure convergence Strong law of large numbers
Created 2026-10-05 Updated 2026-10-06  0 By others on same topic  0 Discussions Create my own version
For independent and identically distributed random variables Xj​ with E∣X1​∣<∞ and m=EX1​, the sample mean of Xj​Xj+1​ tends to m2 almost surely. Split into odd and even indexed products; each subsequence consists of independent and identically distributed random variables that are integrable random variables. Apply the strong law of large numbers separately.

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  1. Strong law of large numbers
  2. Almost sure convergence
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 201 / 3 / d / Solution

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