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A SIMPLE PROOF OF THE STRONG LAW OF LARGE NUMBERS WITH RATES
Published online by Cambridge University Press: 28 March 2018
Abstract
We give a simple proof of the strong law of large numbers with rates, assuming only finite variance. This note also serves as an elementary introduction to the theory of large deviations, assuming only finite variance, even when the random variables are not necessarily independent.
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- © 2018 Australian Mathematical Publishing Association Inc.
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