Is there any strong law of large number for correlated but identically distributed random variables or exchangeable random variables?
A further question, what about random variables taking values in arbitrary Banach spaces?
2026-05-14 03:45:34.1778730334
Reference request: SLLN for correlated/exchangeable random variables
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The SLLN when the variables are not IID is often referred to as the Ergodic theorem, see Chapter 6 of Brieman's (1968) Probability text. Have a look at Linear Processes in Function Spaces by Bosq for SLLN's and ergodic theorems in Banach space.