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eth-summaries/semester4/ps/ps-jh/parts/05_limit-theorems/02_strong-law-of-large-numbers.tex
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janishutz 793401968b [PS] Start rewrite of max likelihood section
Also adds various small quality of life improvements and simpler
explanations
2026-07-11 17:28:42 +02:00

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\subsection{Starkes Gesetz der grossen Zahlen}
\shorttheorem[Starkes GGZ] Für $\cX_1, \ldots$ mit $\cX_k$ unabhängig mit $\E[\cX_k]$ endlich. Für
\[
\overline{\cX}_n = \frac{1}{n} S_n = \frac{1}{n} \sum_{k = 1}^{n} \cX_k
\]
gilt $\overline{\cX}_n \overset{n \rightarrow \8}{\longrightarrow} \mu \quad \P$-fast sicher, also
\[
\P\left[ \{ \omega \in \Omega \divider \overline{X}_n(\omega) \overset{n \rightarrow \8}{\longrightarrow} \mu \} \right] = 1
\]