Given a sequence of random variables (xi_{1}, xi_{2}, ldots), for which (D xi_{n} leqslant C) and (R_{i

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 Given a sequence of random variables \(\xi_{1}, \xi_{2}, \ldots\), for which \(D \xi_{n} \leqslant C\) and \(R_{i j} \rightarrow 0\) as \(|i-j| \longrightarrow \infty\left(R_{i j}\right.\) is the correlation coefficient of \(\xi_{i}\) and \(\left.\xi_{j}\right)\), prove that the law of large numbers is applicable to this sequence (Bernstein's theorem).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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