• Title/Summary/Keyword: sequential Glivenko-Cantelli class

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THE SEQUENTIAL UNIFORM LAW OF LARGE NUMBERS

  • Bae, Jong-Sig;Kim, Sung-Yeun
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.479-486
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    • 2006
  • Let $Z_n(s,\;f)=n^{-1}\;{\sum}^{ns}_{i=1}(f(X_i)-Pf)$ be the sequential empirical process based on the independent and identically distributed random variables. We prove that convergence problems of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero boil down to those of $sup_f|Z_n(1,\;f)|$. We employ Ottaviani's inequality and the complete convergence to establish, under bracketing entropy with the second moment, the almost sure convergence of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero.