The Glivenko-Cantelli problem, ten years later (Q678082)
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scientific article; zbMATH DE number 1000174
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| English | The Glivenko-Cantelli problem, ten years later |
scientific article; zbMATH DE number 1000174 |
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The Glivenko-Cantelli problem, ten years later (English)
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6 November 1997
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Loosely speaking, a Glivenko-Cantelli (GC) class \(Z\) consists of measurable uniformly bounded functions on a complete probability space \((\Omega, {\mathcal F}, {\mathbf P})\) s.t., given a sequence of \(\Omega\)-valued independent r.v.'s \(X_k\) of law \({\mathbf P}\), one has \[ \lim_{n\to\infty}{\mathbf E}\sup \Biggl\{\frac{1}{n}\Bigl|\sum_{k\leq n}(f(X_k)-{\mathbf E}f)\Bigr|,\;f\in Z\Biggr\}=0. \] Various results related to characterisation of GC classes are discussed. The author has simplified his previous difficult proofs obtained ten years ago [Ann. Probab. 15, 837-870 (1987; Zbl 0632.60024)]. The accent is made on the cases where involved analysis of measurability problems can be avoided.
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Glivenko-Cantelli theorem
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strong law of large numbers
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Vapnik-Chervonenkis condition
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Glivenko-Cantelli class
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measurability problems
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0.8669745326042175
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0.8643687963485718
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0.8329870700836182
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