The universal Glivenko-Cantelli property

被引:17
|
作者
van Handel, Ramon [1 ]
机构
[1] Princeton Univ, Princeton, NJ 08544 USA
基金
美国国家科学基金会;
关键词
Universal Glivenko-Cantelli classes; Uniformity classes; Uniform convergence of random measures; Entropy with bracketing; Boolean independence; UNIFORM-CONVERGENCE; REALS;
D O I
10.1007/s00440-012-0416-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let F be a separable uniformly bounded family of measurable functions on a standard measurable space (X, X, 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: F is a universal Glivenko-Cantelli class. N-[](F, epsilon, mu) < infinity for every epsilon > 0 and every probability measure mu. F is totally bounded in L-1(mu) for every probability measure mu. 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.
引用
收藏
页码:911 / 934
页数:24
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