On the Wikipedia law of large numbers site, they mention "Kolmogorov's strong law of large numbers", which works even if the random variables are not identically distributed.
Where can I find this theorem shown and proven? I know that a reference is provided on the Wikipedia site, but that book is out of availability. Are there any other references out there?
(Interestingly, Allan Gut's book "Probability: A Graduate Course", has a theorem by the name of "Kolmogorov's strong law", but in his book, the random variables have to be identically distributed. Any ideas why this is?)