Laws of Large Numbers

Author

John Robin Inston

Published

September 25, 2026

0.1 Laws of Large Numbers

The weak and strong laws of large numbers a fundamental results in probability theory detailing the convergence in probability and almost surely respectively of the sample mean of random variables defined by \[ \frac{S_{n}}{n}=\frac{{X_{1}+\dots+X_{n}}}{n}. \] The proof for both results rely on Chebychev Inequality and the proof of the strong law requires the Borel-Cantelli Lemma.

There are various versions of the laws of large numbers with various strength conditions.
Weak Laws of Large Numbers Strong Law of Large Numbers

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