To express a random variable as the difference of two, I think finite moment is not needed, it is needed when we express expectation as the difference of two.

Thanks.

]]>I have a question. If you are an infinite number of random variables. You can still use the strong law of large numbers? please more explain for me.

best regards ]]>

Ex1+,…+xn = E(x1) +…+E(xn)

should have the parenthesis on the left side of equation thus:

E(x1+…+xn) = E(x1)+…+E(xn)

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