The Glivenko-Cantelli problem

DOI10.1214/AOP/1176992069MaRDI QIDQ1095487zbMATH OpenOpenAlexFDO

Authors Michel Talagrand

Publication date 1987

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992069

zbMATH Keywords

comparison principle for stochastic processesempirical processesGlivenko-Cantelli classGlivenko-Cantelli propertymetric entropy conditionPettis integralstableVapnik-Cervonenkis classes

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Lifting theory (28A51) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited in

(59)

• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
• Laws of large numbers for classes of functions
• Some limit theorems for the empirical process indexed by functions
• On liftings and the regularization of stochastic processes
• The law of large numbers in locally convex spaces
• Donsker classes of sets
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
• On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
• Weakly compactly generated Banach spaces and the strong law of large numbers
• Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension
• Vapnik-Chervonenkis type conditions and uniform Donsker classes of functions
• Limit theorems for independent nonmeasurable functions
• Local Rademacher complexity: sharper risk bounds with and without unlabeled samples
• A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
• The Birkhoff integral and the property of Bourgain
• Rates of uniform convergence of empirical means with mixing processes
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces
• Uniform convergence of reversed martingales
• A counterexample concerning uniform ergodic theorems for a class of functions
• Uniform approximation of Vapnik-Chervonenkis classes
• The universal Glivenko-Cantelli property
• Sequential complexities and uniform martingale laws of large numbers
• On the errors committed by sequences of estimator functionals
• \(\mathfrak{S}\)-uniform scalar integrability and strong laws of large numbers for Pettis integrable functions with values in a separable locally convex space
• Stable limits for empirical processes on Vapnik-Červonenkis classes of functions
• On Poincaré cone property
• Aspects of discrete mathematics and probability in the theory of machine learning
• Remarks on the Glivenko-Cantelli theorem in a separable metric space
• The structure of functions satisfying the law of large numbers in a class of locally convex spaces
• Pointwise compact and stable sets of measurable functions
• scientific article; zbMATH DE number 1804108 (Why is no real title available?)
• Amenability, extreme amenability, model-theoretic stability, and dependence property in integral logic
• scientific article; zbMATH DE number 4192737 (Why is no real title available?)
• Empirical Measures
• Theory of Classification: a Survey of Some Recent Advances
• Parametric models for samples of random functions
• scientific article; zbMATH DE number 3925883 (Why is no real title available?)
• VC bounds on the cardinality of nearly orthogonal function classes
• The the uniform mean-square ergodic theorem for wide sense stationary processes
• THE COMPLETENESS PROBLEM IN SPACES OF PETTIS INTEGRABLE FUNCTIONS
• A Lusin type measurability property for vector-valued functions
• Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
• Stability, the NIP, and the NSOP: model theoretic properties of formulas via topological properties of function spaces
• Emulation of stochastic simulators using generalized lambda models
• A counterexample concerning the extension of uniform strong laws to ergodic processes
• Spitzer's strong law of large numbers in nonseparable Banach spaces
• Weakly tame systems, their characterizations and applications
• Integration in Hilbert generated Banach spaces
• Glivenko-Cantelli classes and \textit{NIP} formulas
• The Glivenko-Cantelli problem, ten years later
• Computing large deviation rate functions of entropy production for diffusion processes by an interacting particle method
• Model-free analysis of dynamic trading strategies
• Measurability of stochastic processes on topological probability spaces
• A new factorisation scheme for the auxiliary particle filter to mitigate the effect of improper second stage weighting
• The decomposition theorem for functions satisfying the law of large numbers
• Uniform and universal Glivenko-Cantelli classes
• Absolutely summing operators and integration of vector-valued functions
• Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling

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