The Khinchine Law of Large Numbers

May 15, 2010

A rather insipid choice for a first post perhaps. But useful. Terry Tao with a very insightful proof of the Khinchine and Kolmogorov Laws of Large numbers. I’m interested in the treatment of the weak law, which happens to suffice for most of EC309.

http://terrytao.wordpress.com/2008/06/18/the-strong-law-of-large-numbers/

I’m not sure, but could the Lebesgue dominated convergence theorem be used to prove the convergence of the lesser than truncated variable? This would cement the use of convergence theorems in a common approach to the proof.

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