首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Spitzer's Strong Law of Large Numbers in Nonseparable Banach Spaces
Authors:Berthold Wittje
Institution:(1) Facultad de Ciencias Econ?micas y Empresariales, Unidad Docente de M?todos Estad?sticos, Grupo Decisi?n Multicriterio Zaragoza, Universidad de Zaragoza, Gran V?a, 2, E-50005 Zaragoza, Spain
Abstract:It is well known, that for the sums of i.i.d. random variables we have S n/n rarr 0 a.s. iff suminfin n=1 1/n P(|S n| > nepsi) < infin holds for all epsi > 0 (Spitzer's 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  Glivenko–  Cantelli class  nonmeasurable function
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号