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
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