By A. G. Dragalin

Within the region of mathematical good judgment, loads of cognizance is now being dedicated to the examine of nonclassical logics. Nonclassical logics are utilized in the idea of computations, in details thought, and for the outline of structures of heuristic programming. Intuitionistic good judgment is a very very important nonclassical common sense. the purpose of this e-book is to offer an important equipment of facts thought in intuitionistic common sense and to acquaint the reader with the central axiomatic theories according to intuitionistic good judgment. The exposition, obtainable to a large viewers, calls for simply an introductory path in classical mathematical common sense

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At times these two methods will be applied to truncated random variables. 2. Now we can turn to the investigation of more general results. First of all we prove a very weak necessary condition. 2) for any ε > 0. P R O O F . 2) are equivalent by the Borel-Cantelli lemma. 6. 3) otherwise. Since m(fjf) = 0 (k = 1, 2, . 3). 5) but we do not use this restriction in all cases. 6. 3. 7) ζ2*->0. P R O O F . 7) is trivial. e. 2 n _ 1 < k < 2n (n = n(k)). Then we have Ρ{|%·- ^|^2"ε} = ^1_ρ(| % η | > 2 "- 1-Ρ{|^η-^|>2"ε}^ 1 ε}-Ρ{|^|>2"- 1 ε}.

3. 2) then there exists a sequence {an } of real numbers stich that and a2n = bn. 3) CHAPTER 2 46 PROOF. 1) imply D*(| l) D ^ ) + . . 1). 5. Weak laws I t is very easy to obtain a sufficient condition ensuring the validity of the weak law. 1. 2) k=l\y\£k where Fk(x) = P(Sk < x), then there exists a sequence {an} of real numbers such that g H - f2 + . . + ξη _ n α η ^ 0 (2β6#3) PROOF. Let us define the random variable fJJ by I* = \h - *k if I Sk — ock | ^ k , I 0 otherwise. 3). „« — a* => 0. 2) are not necessary conditions.

Summing these inequalities we obtain d? ^ P(Ek)

P(E)ΣE(f») n=l - ( c + df which proves this assertion. 3. / / ξν ξ2, . . is a sequence of independent random variables with | ξη | < C (n = 1, 2, . . 1) are convergent. In this proof the following definition will be needed. DEFINITION. A random variable ξ is called symmetrically distributed if for every x Ρ(ξ^χ) = Ρ(ξ^-χ). e. P(f < x) = P(f ' < x) for every x. P R O O F . 1) imoo plies the convergence of Σ £/c· I n order to prove the converse statek=\ ment let fjf* (k — 1, 2, .