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On the Glivenko-Cantelli theorem

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Summary

Various generalizations of the classical Glivenko-Cantelli theorem are proved. In particular, we have strived for as general results as possible for theoretical distributions on euclidean spaces, which are absolutely continuous with respect to Lebesgue measure.

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Topsøe, F. On the Glivenko-Cantelli theorem. Z. Wahrscheinlichkeitstheorie verw Gebiete 14, 239–250 (1970). https://doi.org/10.1007/BF01111419

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Keywords

  • Stochastic Process
  • Probability Theory
  • Euclidean Space
  • General Result
  • Lebesgue Measure