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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

NUNO LUZIA*
Affiliation:
Instituto de Matemática, Universidade Federal do Rio de Janeiro, Rio de Janeiro 21941-909, Brazil email [email protected]
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Abstract

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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.

MSC classification

Type
Research Article
Copyright
© 2018 Australian Mathematical Publishing Association Inc. 

References

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