From: Gerwin Klein <email@example.com>
The Laws of Large Numbers
By Manuel Ebers
The Law of Large Numbers states that, informally, if one performs a random experiment X many times and takes the average of the results, that average will be very close to the expected value E[X].
In this entry, I formally prove the strong law and from it the weak law. The approach used for the proof of the strong law is a particularly quick and slick one based on ergodic theory, which was formalised by Gouëzel in another AFP entry.
Last updated: Jan 25 2022 at 02:35 UTC