Khinchin–Kolmogorov theorem

E378995

The Khinchin–Kolmogorov theorem is a fundamental result in probability theory that provides conditions under which series of independent random variables converge almost surely.

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Predicate Object
instanceOf mathematical theorem
probability theorem
appliesTo series of independent random variables
assumes independence of random variables in the series
concerns almost sure convergence
independent random variables
series of random variables
contrastsWith convergence in distribution
convergence in probability
field probability theory
hasAspect conditions on distributions of summands
conditions on tail probabilities
conditions on variances or moments
hasConvergenceMode almost sure convergence
hasType convergence theorem
historicalPeriod 20th-century mathematics
implies almost sure convergence of the random series under its conditions
influenced development of strong limit theorems
modern probability theory
mathematicalDomain measure-theoretic probability
real analysis
namedAfter Aleksandr Khinchin
Andrey Kolmogorov
linked to: Andrei Kolmogorov
provides conditions for almost sure convergence of series of independent random variables
relatedTo Borel–Cantelli lemmas
Kolmogorov three-series theorem
convergence of random series
strong law of large numbers
usedFor establishing almost sure convergence criteria
usedIn limit theorems in probability
stochastic processes
theory of random series

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Full triples — surface form annotated when it differs from this entity's canonical label.

Aleksandr Khinchin notableWork Khinchin–Kolmogorov theorem
Aleksandr Khinchin notableFor Khinchin–Kolmogorov theorem
subject linked to: Khinchin
Khinchin–Kolmogorov theorem relatedTo Kolmogorov three-series theorem
linked to: Khinchin–Kolmogorov theorem