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Tail measurability of limits of sample averages

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Independent sigma-algebras Tail sigma-algebra
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For a sequence of finite real random variables, limsupn​n−1∑j=1n​Xj​ is measurable with respect to its tail sigma-algebra: deleting finitely many summands changes each sample mean by a quantity tending to zero. When the random variables are independent random variables, the Kolmogorov zero-one law makes every finite such limit constant almost surely.

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  1. Tail sigma-algebra
  2. Independent sigma-algebras
  3. Probability theory
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 201 / 3 / c / Solution

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