Main Article Content
On a weak law of large numbers and Lp-convergence for general random variables 1
Abstract
Let {Xn, n ≥ 1} be a sequence of random variables with partial sums Sn = X1 + · · · + Xn for every n ≥ 1. For the independent identically distributed random variables, the following Kolmogorov-Feller theorem provides a necessary and sufficient condition for the weak law of large numbers to hold.
