This is a part of the proof of the SLLN in Achim Klenke: »Probability Theory — A Comprehensive Course« (page 113). Now, what does "$\mathbb{1}_{\{x < n\}}$" (sorry, can't typeset this properly)
probability theory - Strange identity in the proof of the Strong
Some American Exceptional Contributions in Finance
probability theory - A doubt on Wald's identity proof
Wanted to share my favorite proof of the Strong law of large
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probability - Condition for strong law of large numbers
Proof of the Law of Large Numbers Part 1: The Weak Law
Solved Problem 4: The Strong Law of Large Numbers is a
The Weak Law of Large Numbers Introduction to Probability
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Some American Exceptional Contributions in Finance
