In mathematics, the Jessen–Wintner theorem, introduced by , asserts that a

random variable A random variable (also called random quantity, aleatory variable, or stochastic variable) is a Mathematics, mathematical formalization of a quantity or object which depends on randomness, random events. The term 'random variable' in its mathema ...

of Jessen–Wintner type, meaning the sum of an almost surely convergent series of independent discrete random variables, is of pure type.

References

* * Theorems in probability theory {{probability-stub