Uniform strong law of large numbers (Q2241593)
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English | Uniform strong law of large numbers |
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Uniform strong law of large numbers (English)
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9 November 2021
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The authors consider random signed measures \(\xi\) on \(\mathbb R^d\) and show that some strong law of large for \(\xi\) already implies that this law holds uniformly over all Borel sets whenever \(\xi\) is dominated by some positive random measure with the same limit behavior (and under some additional technical condition). The authors also show that this result is related to some result of \textit{R. F. Bass} and \textit{R. Pyke} [Ann. Probab. 12, 268--271 (1984; Zbl 0543.60036)] on laws of large numbers for partial sum processes.
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random signed measures
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uniform strong law of large numbers
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partial sum process
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