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A note on the von Weizsäcker theorem

Tappe, Stefan

Abstract:
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.



Zugehörige Institution(en) am KIT Institut für Stochastik (STOCH)
Publikationstyp Forschungsbericht/Preprint
Publikationsjahr 2021
Sprache Englisch
Identifikator KITopen-ID: 1000125302
Umfang 7 S.
Nachgewiesen in arXiv
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