Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences

We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós–Berkes theorem, the usual strong law of large numbers for exchangeable sequences, and de Finetti’s theorem.

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of Probability and Statistics 2021-01, Vol.2021, p.1-5
1. Verfasser:	Tappe, Stefan
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Invariants Permutations Random variables Theorems
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Beschreibung
Zusammenfassung:	We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós–Berkes theorem, the usual strong law of large numbers for exchangeable sequences, and de Finetti’s theorem.
ISSN:	1687-952X 1687-9538
DOI:	10.1155/2021/3637837