A supplement to the strong law of large numbers

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The strong law of large numbers for independent and identically distributed random variables Xi, i = 1,2,3, …, with finite mean µ can be stated as, for any ∊ > 0, the number of integers n such that |n −1 Σ i=1 n X i − μ| > ∊, N (∊), is finite a.s. It is known, furthermore, that EN (∊) < ∞ if and only if EX 1 2 < ∞. Here it is shown that if EX 1 2 < ∞ then ∊ 2 EN (∊) → var X 1 as ∊ → 0.