Let $(X_i)_{i\in\mathbb{N}}$ be i.i.d. real random variables with zero mean. By the law of large numbers $$\frac{1}{n}\sum_{i=1}^nX_i \to 0 \quad\text{(almost surely, in probabability...) as }\,n\to\infty \;.$$ Now let $(a_i)_{i\in\mathbb{N}}$ be a deterministic real sequence. Under suitable hypothesis (which ones?) is it still true that $$\frac{1}{n}\sum_{i=1}^n a_i X_i \to 0 \quad\text{(at least in probabability) as }\,n\to\infty \;?$$ Furthermore, if $(X_{i,j})_{i,j\in\mathbb{N}}$ is a double indexed sequence of i.i.d. real random variables with zero mean, are there hypothesis such that $$\frac{1}{n^2}\sum_{i,j=1}^n a_i a_j X_{i,j} \to 0 \quad\text{(at least in probabability) as }\,n\to\infty \;?$$
2026-03-27 01:53:29.1774576409
Law of large numbers for linear (quadratic) combinations of i.i.d. random variables
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