Can One Drop L 1 -Boundedness in Komlós's Subsequence Theorem?

DOI10.2307/4145097zbMATH Open1187.28006OpenAlexW4247684486MaRDI QIDQ3563764FDOQ3563764

Heinrich von Weizsäcker

Publication date: 1 June 2010

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/4145097

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Cited In (9)

• A note on the von Weizsäcker theorem
• Permutation-invariance in Komlós type theorem for non-negative random variables
• A strong law of large numbers for positive random variables
• No arbitrage of the first kind and local martingale numéraires
• A version of Komlós theorem for additive set functions
• Hedging, arbitrage and optimality with superlinear frictions
• No-arbitrage concepts in topological vector lattices
• Permutation invariant strong law of large numbers for exchangeable sequences
• Exploiting arbitrage requires short selling

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