On the strong law of large numbers for pairwise independent random variables (Q790522)

Using a method of \textit{N. Etemadi} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 119-122 (1981; Zbl 0438.60027)] the authors prove: if \(X_ 1,X_ 2,..\). are pairwise independent r.v.'s with \[ \sum^{\infty}_{m=1}m^{-2}Var(X_ m) < \infty \tag{\text{i}} \] and \[ n^{-1}\sum^{n}_{m=1}E| X_ m-EX_ m| = O(1) \tag{\text{ii}} \] then the strong law of large numbers holds i.e. \[ \lim n^{-1} \sum^{n}_{m=1} (X_ m-EX_ m) = 0 \quad\text{a.s.} \] It is also proved that the theorem does not hold true if the condition of pairwise independence is replaced by orthogonality. The necessity of condition (ii) is also investigated.