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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2001.11727 |
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Table of 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.