A note on the von Weizsäcker theorem

Stefan Tappe

Statistics & Probability Letters, 2021, vol. 168, issue C

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.

Keywords: von Weizsäcker theorem; Space of random variables; Convex set; Boundedness in probability (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2020.108926

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