The space whose subsets we analyse with respect to lineability is $$L_0(\Omega ,P)^{\mathbb {N}}$$
L
0
(
Ω
,
P
)
N
consisting of random variables sequences on probability space $$(\Omega ,P)$$
(
Ω
,
P
)
with atomless probability measure P. We study lineability and algebrability of $$L_0(\Omega ,P)^{\mathbb {N}}$$
L
0
(
Ω
,
P
)
N
-subsets of independent random variables with additional properties connected with various types of convergence, laws of large numbers, and Markov and Kolgomorov conditions.