Prove that the law of large numbers may be applied to a sequence of independent random variables

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Prove that the law of large numbers may be applied to a sequence of independent random variables \(\left\{\xi_{n}\right\}\) such that

\[ \mathbf{P}\left\{\xi_{n}=n^{x}\right\}=\mathbf{P}\left\{\xi_{n}=-n^{x}\right\}=\frac{1}{2} \]

if and only if \(\alpha<\frac{1}{2}\).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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