The universal Glivenko-Cantelli property
Probability
2013-04-04 v4 Functional Analysis
Metric Geometry
Statistics Theory
Statistics Theory
Abstract
Let F be a separable uniformly bounded family of measurable functions on a standard measurable space, and let N_{[]}(F,\epsilon,\mu) be the smallest number of \epsilon-brackets in L^1(\mu) needed to cover F. The following are equivalent: 1. F is a universal Glivenko-Cantelli class. 2. N_{[]}(F,\epsilon,\mu)<\infty for every \epsilon>0 and every probability measure \mu. 3. F is totally bounded in L^1(\mu) for every probability measure \mu. 4. F does not contain a Boolean \sigma-independent sequence. It follows that universal Glivenko-Cantelli classes are uniformity classes for general sequences of almost surely convergent random measures.
Cite
@article{arxiv.1009.4434,
title = {The universal Glivenko-Cantelli property},
author = {Ramon van Handel},
journal= {arXiv preprint arXiv:1009.4434},
year = {2013}
}
Comments
26 pages