Symmetrization and Measurability
One of the two main approaches toward deriving Glivenko-Cantelli and Donsker theorems is based on the principle of comparing the empirical process to a “symmetrized” empirical process. In this chapter we derive the main symmetrization theorem, as well as a number of technical complements, which may be skipped at first reading.
KeywordsOuter Probability Empirical Process Coordinate Projection Complete Probability Space Tight Limit
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