[isabelle] New in the AFP: The Laws of Large Numbers

The Laws of Large Numbers
By Manuel Ebers

The Law of Large Numbers states that, informally, if one performs a random experiment X many times and takes the average of the results, that average will be very close to the expected value E[X].

In this entry, I formally prove the strong law and from it the weak law. The approach used for the proof of the strong law is a particularly quick and slick one based on ergodic theory, which was formalised by Gouëzel in another AFP entry.



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