A strong law of large numbers for positive random variables

被引:0
|
作者
Karatzas, Ioannis [1 ]
Schachermayer, Walter [2 ]
机构
[1] Columbia Univ, Dept Math, New York, NY 10027 USA
[2] Univ Vienna, Fac Math, Oskar Morgenstern Pl 1, A-1090 Vienna, Austria
基金
奥地利科学基金会;
关键词
LIMIT-THEOREMS; SUBSEQUENCES; PROOF; CONVERGENCE; COMPACTNESS; INVESTMENT; PRINCIPLE; SEQUENCES;
D O I
10.1215/00192082-10817817
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In the spirit of the famous Komlos (1967) theorem, every sequence of nonnegative, measurable functions {fn}n2N on a probability space contains a subsequence which- along with all its subsequences-converges a.e. in Cesaro mean to some measurable f* : S2 OE 0; oo]. This result of von Weizsacker (2004) is proved here using a new methodology and elementary tools; these sharpen also a theorem of Delbaen and Schachermayer (1994), replacing general convex combinations by Cesaro means.
引用
收藏
页码:517 / 528
页数:12
相关论文
共 50 条