Spitzer's Strong Law of Large Numbers in Nonseparable Banach Spaces |
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Authors: | Berthold Wittje |
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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 |
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Abstract: | It is well known, that for the sums of i.i.d. random variables we have S
n/n 0 a.s. iff
n=1 1/n
P(|S
n| > n) < holds for all > 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. |
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Keywords: | strong law of large numbers Glivenko– Cantelli class nonmeasurable function |
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