ThmDex – An index of mathematical definitions, results, and conjectures.
F10942
Formulation 0
Let $X_1, X_2, X_3, \ldots \in \text{Random}(\Omega \to \mathbb{R})$ each be a D3161: Random real number such that
(i) $X_1, X_2, X_3, \ldots$ is an D3358: I.I.D. random collection
(ii) \begin{equation} \lim_{x \to \infty} x \mathbb{P}(|X_1| > x) = 0 \end{equation}
(iii) \begin{equation} \mu_N : = \mathbb{E}(X_1 I_{\{ |X_1| \leq N \}}) \end{equation}
Then \begin{equation} \sum_{n = 1}^N \frac{X_n - \mu_N}{N} \overset{p}{\longrightarrow} 0 \quad \text{ as } \quad N \to \infty \end{equation}