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arXiv · 2001.11727

A note on the von Weizs\"{a}cker theorem

Stefan Tappe
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Abstract

The von Weizs\"{a}cker theorem states that every sequence of nonnegative random variables has a subsequence which is Ces\`{a}ro 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.

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Stefan Tappe. 2020-01-31. A note on the von Weizs\"{a}cker theorem. https://doi.org/10.1016/j.spl.2020.108926

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