The Glivenko-Cantelli Problem
Talagrand, Michel
Ann. Probab., Tome 15 (1987) no. 4, p. 837-870 / Harvested from Project Euclid
We give a new type of characterization of the Glivenko-Cantelli classes. In the case of a class $\mathscr{L}$ of sets, the characterization is closely related to the configuration that the sets of $\mathscr{L}$ can have. It allows one to decide simply whether a given class is a Glivenko-Cantelli class. The characterization is based on a new measure theoretic analysis of sets of measurable functions. This analysis also gives an approximation theorem for Glivenko-Cantelli classes, sharpenings of the Vapnik-Cervonenkis criteria and the value of the asymptotic discrepancy for classes that are not Glivenko-Cantelli. An application is given to the law of large numbers in a Banach space for functions that need not be random variables.
Publié le : 1987-07-14
Classification:  Uniform law of large numbers,  empirical process,  empirical discrepancy,  Pettis norm,  60F15,  60B12,  28A20,  28A51,  60F05
@article{1176992069,
     author = {Talagrand, Michel},
     title = {The Glivenko-Cantelli Problem},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 837-870},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992069}
}
Talagrand, Michel. The Glivenko-Cantelli Problem. Ann. Probab., Tome 15 (1987) no. 4, pp.  837-870. http://gdmltest.u-ga.fr/item/1176992069/