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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Statements (32)

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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Referenced by (3)

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