• 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
  • Pages
    -84
  • From page
    85
  • To page
    0
  • 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
  • Serial Year
    2000
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Record number

    108240