Strong law
Theorem taught in Expectation and convergence, part of Stochastic processes
Strong law
| Type | Theorem |
| Taught in | Expectation and convergence |
| Part | Stochastic processes |
If \mathbb{E}|Y_1|<\infty, then \overline Y_n\to\mu almost surely.
Used in
- Taught in Expectation and convergence, where the derivation and examples are.
- All 3 questions on Expectation and convergence
See also
Monotone convergence, Fatou, and dominated convergence · Modes of convergence · Uniform integrability