A note on the von Weizs\"{a}cker theorem
Probability
2025-11-21 v2
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.
Keywords
Cite
@article{arxiv.2001.11727,
title = {A note on the von Weizs\"{a}cker theorem},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:2001.11727},
year = {2025}
}
Comments
7 pages