Martingale property of empirical processes
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Publication:3420278
DOI10.1090/S0002-9947-06-04055-4zbMath1110.60042MaRDI QIDQ3420278
Yeneng Sun, Jiang-Lun Wu, Sergio A. Albeverio
Publication date: 1 February 2007
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
exact law of large numbers; submartingale; finite-dimensional distributions; supermartingale; essential independence; Keisler's Fubini theorem; Loeb product space
60G42: Martingales with discrete parameter
60F15: Strong limit theorems
60G44: Martingales with continuous parameter
03H05: Nonstandard models in mathematics
28E05: Nonstandard measure theory