Kolmogoroff's Strong Law of Large Numbers holds for pairwise uncorrelated random variables
Abstract
Using the approach of N. Etemadi for the Strong Law of Large Numbers (SLLN) from 1981 and the elaboration of this approach by S. Cs\"orgo, K. Tandori and V. Totik from 1983, I give weak conditions under which the SLLN still holds for pairwise uncorrelated (and also "quasi uncorrelated") random variables. I am focusing in particular on random variables which are not identically distributed. The approach also delivers a simple proof for the classical SLLN.
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