Chapter

The Strong Law of Large Numbers

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI: http://dx.doi.org/10.1093/0198774036.003.0020

Series: Advanced Texts in Econometrics

 The Strong Law of Large Numbers

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This chapter focuses largely on methods of proof of the strong law, building on the fundamental convergence lemma. It covers Kolmogorov's three‐series theorem, strong laws for martingales, random weighting, and then strong laws for mixingales and near‐epoch dependent and mixing processes.

Keywords: conditional variance; convergence lemma; equivalent sequences; martingale; mixingale; near‐epoch dependence; random weighting; strong law of large numbers; three‐series theorem

Chapter.  12377 words. 

Subjects: Econometrics and Mathematical Economics

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