The Laws of Large Numbers
Unsolved
By john
15 days ago
Theorem Definition:
theorem ProbabilityTheory.strong_law_ae {Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] [MeasurableSpace E] [BorelSpace E] (X : ℕ → Ω → E) (hint : MeasureTheory.Integrable (X 0) μ) (hindep : Pairwise (Function.onFun (fun (x1 x2 : Ω → E) => IndepFun x1 x2 μ) X)) (hident : ∀ (i : ℕ), IdentDistrib (X i) (X 0) μ μ) : ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun (n : ℕ) => (↑n)⁻¹ • ∑ i ∈ Finset.range n, X i ω) Filter.atTop (nhds (∫ (x : Ω), X 0 x ∂μ)) :=