# Strong Law of Large Numbers

##### New Member
If $$X_n$$ is a sequence of random variables and $$Cov(X_i,X_j)=0$$ for all i,j and $$Var(X_j)\leq c$$ for all j. Show that $$X_n$$ satisfies the strong law of large numbers.

I don't have idea of how to make it, because almost surely convergence is hard to proof.

#### Dragan

##### Super Moderator
Well, it's not so difficult. Take some time and look at the following reference book;

Polansky, Alan. (2011). Introduction to Statistical Limit Theory. Section 3.6 pp. 124-131.