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The decomposition theorem for functions satisfying the law of large numbers - MaRDI portal

The decomposition theorem for functions satisfying the law of large numbers (Q753235)

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scientific article; zbMATH DE number 4180396
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The decomposition theorem for functions satisfying the law of large numbers
scientific article; zbMATH DE number 4180396

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    The decomposition theorem for functions satisfying the law of large numbers (English)
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    1990
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    Let B denote a Banach space and (S,\({\mathcal S},\mu)\) a probability space. The author proves that f: \(S\to B\) satisfies the strong law of large numbers if and only if there exist a Bochner integrable function \(f_ 1\) and a Pettis integrable function \(f_ 2\), \(\| f_ 2\| =0\), where \(\| \cdot \|\) is the Glivenko-Canteli norm, such that \(f=f_ 1+f_ 2\). Moreover the decomposition is unique.
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    Radon-Nikodym property
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    compact operators
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    strong law of large numbers
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    Glivenko-Canteli norm
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