Bulletin of Symbolic Logic

Research Article

Hyperfinite Law of Large Numbers

Yeneng Sun

Department of Mathematics, National University of Singapore, Singapore 0511 E-mail: matsuny@math.nus.sg


The Loeb space construction in nonstandard analysis is applied to the theory of processes to reveal basic phenomena which cannot be treated using classical methods. An asymptotic interpretation of results established here shows that for a triangular array (or a sequence) of random variables, asymptotic uncorrelatedness or asymptotic pairwise independence is necessary and sufficient for the validity of appropriate versions of the law of large numbers. Our intrinsic characterization of almost sure pairwise independence leads to the equivalence of various multiplicative properties of random variables.

(Received December 20 1995)

(Revised February 01 1996)