For the Strong Law of Large Numbers, as far as I know it applies when, let say, the random variables {Xn: n=1,2,...} are iid, hence uncorrelated, their second moments have a common bound and they have a finite mean mu.
What else I must consider? Is there anyother consideretion or case when the SLLN does not apply?
What else I must consider? Is there anyother consideretion or case when the SLLN does not apply?