ThmDex – An index of mathematical definitions, results, and conjectures.
F12849
Formulation 1
Let $X_1, X_2, X_3, \ldots \in \text{Random}(\Omega \to \mathbb{R})$ each be a D3161: Random real number such that
(i) $X_1, X_2, X_3, \ldots$ is an D3358: I.I.D. random collection
Let $B \subseteq \mathbb{R}$ be a D5113: Standard real Borel set.
Then \begin{equation} \mathbb{P} \left( \lim_{N \to \infty} \frac{1}{N} \sum_{n = 1}^N I_{\{ X_n \in B \}} = \mathbb{P}(X_1 \in B) \right) = 1 \end{equation}