Abstract
The concept of mutual independence of two or more experiments holds, in a certain sense, a central position in the theory of probability. … Historically, the independence of experiments and random variables represents the very mathematical concept that has given the theory of probability its peculiar stamp.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
P. Hartman and A. Wintner. On the law of iterated logarithm. Amer. J. Math. 63, 1 (1941), 169–176.
A. Khintchine. Über einen Satz der Wahrscheinlichkeitsrechnung. Fundamenta Mathematicae. 6 (1924), 9–20.
A. Kolmogoroff. Über das Gesetz des iterierten Logarithmus. Mathematische Annalen. 101 (1929), 126–135.
A. N. Kolmogorov. Foundations of the Theory of Probability. Chelsea, New York, 1956; 2nd ed. [Osnovnye poniatiya Teorii Veroyatnosteı̆]. Nauka, Moscow, 1974.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Science+Business Media, LLC, part of Springer Nature
About this chapter
Cite this chapter
Shiryaev, A.N. (2019). Sequences and Sums of Independent Random Variables. In: Probability-2. Graduate Texts in Mathematics, vol 95. Springer, New York, NY. https://doi.org/10.1007/978-0-387-72208-5_1
Download citation
DOI: https://doi.org/10.1007/978-0-387-72208-5_1
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-72207-8
Online ISBN: 978-0-387-72208-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)