Yet another proof of the strong law of large numbers

TL;DR

This paper presents a concise proof of the strong law of large numbers utilizing duality principles in the context of random walks, offering a potentially simpler approach to this fundamental probability theorem.

Contribution

It introduces a novel proof technique for the strong law of large numbers based on duality for random walks, differing from traditional methods.

Findings

Proof is shorter and more elegant than classical proofs.

Demonstrates the applicability of duality in probability theory.

Provides insights into the structure of random walks.

Abstract

We give a short proof of the strong law of large numbers based on duality for random walk