Classical Zero–One Laws, Laws of Large Numbers and Deviations
The term law has various meanings within probability. It is sometimes used synonymously with distribution of a random variable. However, it also may refer to an event or phenomenon that occurs in some predictable sense, as in a “law of averages.” The latter is the context of the present section.
KeywordsFourth Moment Nonnegative Random Variable Cantelli Lemma Tail Event Classical Zero
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