A Version of Komlós Theorem for Additive Set Functions
Gianluca Cassese
Sankhya A: The Indian Journal of Statistics, 2016, vol. 78, issue 1, No 6, 105-123
Abstract:
Abstract We provide a version of the celebrated theorem of Komlós in which, rather than random quantities, a sequence of finitely additive measures is considered. We obtain a form of the subsequence principle and some applications.
Keywords: Komlós Lemma; Subsequence principle; Strong law of large numbers; Weak compactness; 60F05; 60B10; 46B42 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s13171-015-0080-9
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