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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Bibliographic Details
Published in:Journal of probability and statistics 2021-01, Vol.2021, p.1-5
Main Author: Tappe, Stefan
Format: Article
Language:English
Subjects:
Algebra
Invariants
Permutations
Random variables
Theorems
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Description
Summary: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