Title of article :
Spitzers Strong Law of Large Numbers in Nonseparable Banach Spaces
Author/Authors :
Berthold Wittje، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
It is well known, that for the sums of i.i.d. random variables we have S n/n - 0 a.s. iff (sigma) (infinity) n=1 1/n P(|S n| > n (epsilon) ) < (infinity) holds for all (epsilon) > 0 (Spitzerʹs SLLN). The result is also known in separable Banach spaces. It will be shown, that this also holds in nonseparable (= not necessarily separable) Banach spaces without any measurability assumption. In the theory of empirical processes this gives a characterization of Glivenko-Cantelli classes.
Keywords :
strong law of large numbers , nonmeasurable function , Glivenko-Cantelli class
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Journal title :
JOURNAL OF THEORETICAL PROBABILITY