We provide a relatively simple proof of the generalization of the Hsu-Robbins-Erdős theorem by Baum and Katz (1965). Our proof avoids using some advanced inequalities, and is essentially based on the idea used to prove the strong law of large numbers under finite fourth moment condition.
Category Archives: Notes
A Rigorous Treatment of a Fundamental Result in Self-Similar Traffic Modeling
This note provides a rigorous treatment of the setting and the proof of the main theorem of Taqqu, Willinger, and Sherman (1997) on self-similar traffic modeling.
The Strong Law of Large Numbers without Recycling
The strong law of large numbers heavily depends on the fact that each of appears repeatedly in the sequence . We prove a version of the strong law of large number in which no random variable gets “recycled.” More precisely, we prove the Hsu-Robbins-Erdős theorem, which states that for i.i.d. , we have if andContinue reading “The Strong Law of Large Numbers without Recycling”
A Simpler Probabilistic Proof of a Wallis-type Formula for the Gamma Function
We simplify our probabilistic proof of a Wallis-type formula for the Gamma function by using Gamma distributions instead of normal distributions.
An Intuitive Proof of the Hahn-Kolmogorov Theorem
The Hahn-Kolmogorov theorem (which is sometimes called the Carathéodory extension theorem) is used to construct various kind of measures. We provide an intuitive proof of this theorem which avoids using Carathéodory’s (rather) unintuitive criterion for measurability.
An Overkill Proof of Wilson’s Theorem Using a Sylow Theorem
We prove Wilson’s theorem, which is an elementary result in number theory, using one of the Sylow theorems.
A Linear-Algebraic Overkill Proof that Finite Fields are not Algebraically Closed
We prove the simple fact that no finite field is algebraically closed using rational and Jordan canonical forms.
Perturbing All Points in R^d into a General Position
We prove that there is a way to move each point in less than a prescribed amount, so that no two points are moved to the same point, and the resulting set of points are in a general position (i.e. no three points are in a line, no four points are in a plane, andContinue reading “Perturbing All Points in R^d into a General Position”
Eight Ways to Derive the Characteristic Function of the Normal Distribution
We present eight proofs of where is a standard normal random variable. This fact is more or less equivalent to saying that the Gaussian is its own Fourier transform. We start with proofs that are rather elementary, and move on to more sophisticated proofs.
A Proof of Hölder’s Inequality Using the Layer Cake Representation
We prove Hölder’s inequality using the so-called layer cake representation and the tensor power trick. The heart of the proof is the following one line:
