Spitzer's strong law of large numbers in nonseparable Banach spaces (Q5918050)

Spitzer's strong law of large numbers states that for i.i.d. real-valued random variables \((X_i)_{i\geq 1}\), the partial sums \(S_n=X_1+ \cdots +X_n\) satisfy \(S_n/n\to 0\) a.s. if and only if \(\sum^\infty_{n=1} {1\over n}P (|S_n|> \varepsilon n)< \infty\) for all \(\varepsilon>0\). In the present paper, Spitzer's theorem is extended to not necessarily measurable random elements of (possibly) nonseparable Banach spaces. This is the natural setting for the study of the Glivenko-Cantelli problem for empirical processes.