A note on the von Weizsäcker theorem

DOI10.1016/J.SPL.2020.108926MaRDI QIDQ826667zbMATH OpenOpenAlexFDO

Authors Stefan Tappe

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.11727

zbMATH Keywords

boundedness in probabilityconvex setspace of random variablesvon Weizsäcker theorem

Mathematics Subject Classification ID

Convergence and divergence of series and sequences of functions (40A30) Not locally convex spaces (metrizable topological linear spaces, locally bounded spaces, quasi-Banach spaces, etc.) (46A16) Strong limit theorems (60F15)

Abstract: The von Weizs"{a}cker theorem states that every sequence of nonnegative random variables has a subsequence which is Ces`{a}ro convergent to a nonnegative random variable which might be infinite. The goal of this note is to provide a description of the set where the limit is finite. For this purpose, we use a decomposition result due to Brannath and Schachermayer.

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Cites work

• A generalization of a problem of Steinhaus
• An extension of the Komlós subsequence theorem
• Can One Drop L 1 -Boundedness in Komlós's Subsequence Theorem?
• scientific article; zbMATH DE number 1405955 (Why is no real title available?)
• Markets with transaction costs. Mathematical theory.
• On the laws of large numbers for nonnegative random variables
• On the strong law of large numbers for -mixing and -mixing random variables

Cited in

(4)

• No-arbitrage concepts in topological vector lattices
• Permutation invariant strong law of large numbers for exchangeable sequences
• Permutation-invariance in Komlós type theorem for non-negative random variables
• A strong law of large numbers for positive random variables

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