The sequence of variates with corresponding means
obeys the strong law of large numbers if, to every pair
,
there corresponds an
such that there is probability
or better that for every
, all
inequalities
(1)
|
for ,
,
...,
will be satisfied, where
(2)
| |||
(3)
|
(Feller 1968). Kolmogorov established that the convergence of the sequence
(4)
|
sometimes called the Kolmogorov criterion, is a sufficient condition for the strong law of large numbers to apply to the sequence of mutually independent random variables
with variances
(Feller 1968).