ThmDex – An index of mathematical definitions, results, and conjectures.
I.I.D. real strong law of large numbers with the identity index sequence
Formulation 2
Let $X_1, X_2, X_3, \ldots \in \text{Random}(\mathbb{R})$ 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
Let $\mu \in \mathbb{R}$ be a D993: Real number.
Then the following statements are equivalent
(1) \begin{equation} \lim_{N \to \infty} \sum_{n = 1}^N \frac{X_n - \mu}{N} \overset{a.s.}{=} 0 \end{equation}
(2) \begin{equation} \mathbb{E} |X_1| < \infty \text{ and } \mu = \mathbb{E} X_1 \end{equation}
Formulation 3
Let $X_1, X_2, X_3, \ldots \in \text{Random}(\mathbb{R})$ 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
Let $\mu \in \mathbb{R}$ be a D993: Real number.
Then the following statements are equivalent
(1) \begin{equation} \mathbb{P} \left( \lim_{N \to \infty} \sum_{n = 1}^N \frac{X_n - \mu}{N} = 0 \right) = 1 \end{equation}
(2) \begin{equation} \mathbb{E} |X_1| < \infty \text{ and } \mu = \mathbb{E} X_1 \end{equation}