Law of large numbers for a correlated sequence

Reference no: EM131084006

In this problem, we develop a weak law of large numbers for a correlated sequence X₁, X₂,... of identical random variables. In particular, each X_i has expected value E[X_i] = µ, and the random sequence has covariance function

Where a is a constant such that |a|

(a) Use Theorem 6.2 to show that

(b) Use the Chebyshev inequality to show that for any c > 0,

Reference no: EM131084006

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