A note on the von Weizsäcker theorem

Fuente: arXiv
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Autor principal: Tappe, Stefan
Formato: Preprint
Publicado: 2020
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author Tappe, Stefan
author_facet Tappe, Stefan
contents The von Weizsäcker theorem states that every sequence of nonnegative random variables has a subsequence which is Cesàro 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.
format Preprint
id arxiv_https___arxiv_org_abs_2001_11727
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle A note on the von Weizsäcker theorem
Tappe, Stefan
Probability
The von Weizsäcker theorem states that every sequence of nonnegative random variables has a subsequence which is Cesàro 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.
title A note on the von Weizsäcker theorem
topic Probability
url https://arxiv.org/abs/2001.11727