Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions (Q5943581)

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scientific article; zbMATH DE number 1652382
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Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions
scientific article; zbMATH DE number 1652382

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    Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions (English)
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    27 March 2003
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    To prove a uniform law of large numbers the author combines methods of \textit{D. Pollard} [``Empirical processes: Theory and applications'' (1990; Zbl 0741.60001)] with a truncation technique of K. S. Alexander (1987). Using a double-indexed truncation sequence the two mentioned truncation techniques are unified. The main result of the paper includes as special cases earlier results of Pollard (loc. cit.), \textit{E. Giné} and \textit{J. Zinn} [Ann. Probab. 12, 929-989 (1984; Zbl 0553.60037)] and \textit{P. Gaenssler} and \textit{K. Ziegler} [in: Probability in Banach spaces, 9. Prog. Probab. 35, 385-400 (1994; Zbl 0812.60029)] who proved a mean Glivenko-Cantelli theorem for Vapnik-Chervonenkis classes. The new extensive result of the paper extends the applicability of empirical process theory considerably. The main result of the paper can be applied to random measure processes, certain function indexed processes, partial sums processes, the sequential empirical process and some smoothed versions of the empirical process.
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    mean Glivenko-Cantelli theorem
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    random entropy condition
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    Hoffmann-Jørgensen inequality
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