Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences

We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós–Berkes theorem, the usual strong law of large numbers for exchangeable sequences, and de Finetti’s theorem.

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Main Author: Stefan Tappe
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2021/3637837
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author Stefan Tappe
author_facet Stefan Tappe
author_sort Stefan Tappe
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description We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós–Berkes theorem, the usual strong law of large numbers for exchangeable sequences, and de Finetti’s theorem.
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series Journal of Probability and Statistics
spelling doaj-art-b9f7e4de96e14db6bcaec8fa3bd82cd62025-08-20T02:19:19ZengWileyJournal of Probability and Statistics1687-95382021-01-01202110.1155/2021/3637837Permutation Invariant Strong Law of Large Numbers for Exchangeable SequencesStefan Tappe0Albert Ludwig University of FreiburgWe provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós–Berkes theorem, the usual strong law of large numbers for exchangeable sequences, and de Finetti’s theorem.http://dx.doi.org/10.1155/2021/3637837
spellingShingle Stefan Tappe
Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
Journal of Probability and Statistics
title Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
title_full Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
title_fullStr Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
title_full_unstemmed Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
title_short Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
title_sort permutation invariant strong law of large numbers for exchangeable sequences
url http://dx.doi.org/10.1155/2021/3637837
work_keys_str_mv AT stefantappe permutationinvariantstronglawoflargenumbersforexchangeablesequences