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.

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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