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| We follow the approach of **Bernard Delyon** in his unpublished lecture notes on dynamical systems. We just made minor adaptations to fit with the particular case of iid random variables. The beginning of the proof is close to **Neveu**'s approach but then it differs substantially. The proof is based on the following elementary lemma: | We follow the approach of **Bernard Delyon** in his unpublished lecture notes on dynamical systems. We just made minor adaptations to fit with the particular case of iid random variables. The beginning of the proof is close to **Neveu**'s approach but then it differs substantially. The proof is based on the following elementary lemma: | ||
| - | <WRAP center round box 70%> | + | <WRAP center round todo 70%> |
| __Lemma__: Let $(Y_i)$ be iid random variables such that $\PE[|Y_1|]<\infty$ and $\PE[Y_1]>0$, then a.s., | __Lemma__: Let $(Y_i)$ be iid random variables such that $\PE[|Y_1|]<\infty$ and $\PE[Y_1]>0$, then a.s., | ||
world/lln.txt · Last modified: 2026/02/07 08:39 by rdouc
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