Can One Drop L 1 -Boundedness in Komlós's Subsequence Theorem?

DOI10.2307/4145097zbMath1187.28006OpenAlexW4247684486MaRDI QIDQ3563764

Heinrich von Weizsäcker

Publication date: 1 June 2010

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/4145097

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items (9)

A note on the von Weizsäcker theorem ⋮ A version of Komlós theorem for additive set functions ⋮ No arbitrage of the first kind and local martingale numéraires ⋮ Exploiting arbitrage requires short selling ⋮ A strong law of large numbers for positive random variables ⋮ Permutation-invariance in Komlós type theorem for non-negative random variables ⋮ No-arbitrage concepts in topological vector lattices ⋮ Permutation invariant strong law of large numbers for exchangeable sequences ⋮ Hedging, arbitrage and optimality with superlinear frictions

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