UDC 517.9
For let if and if . For a random variable ξ let denote ; is a norm in a space - subgaussian random variables. We prove that if for a sequence there exist positive constants and such that for every natural number the following inequality holds then converges almost surely to zero as .
This result is a generalization of the strong law of large numbers for independent sub-Gaussian random variables [see R. L. Taylor, T.-C. Hu, <em>Sub-Gaussian techniques in proving strong laws of large numbers</em>, Amer. Math. Monthly, <strong>94</strong>, 295 – 299 (1987)] to the case of dependent -sub-Gaussian random variables.