Summary
The Komlós-Révész theorem states: For r.v.s.X n with ‖X n ‖1≦M there exists a subsequenceX k n and a r.v.X with ‖X‖1≦M such that
. A new proof as given by using weak compactness inL 2, a theorem of Menchoff for a.s. convergence of subsequences of orthogonal series and the standard truncation technique of the strong law.
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Trautner, R. A new proof of the Komlós-Révész-theorem. Probab. Th. Rel. Fields 84, 281–287 (1990). https://doi.org/10.1007/BF01197885
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DOI: https://doi.org/10.1007/BF01197885
Keywords
- Stochastic Process
- Probability Theory
- Mathematical Biology
- Theorem State
- Weak Compactness