A Glivenko-Cantelli Theorem for almost additive functions
arXiv:1606.07664 · doi:10.1016/j.spa.2016.06.005
Abstract
We develop a Glivenko--Cantelli theory for monotone, almost additive functions of i.\,i.\,d.\ sequences of random variables indexed by~. Under certain conditions on the random sequence, short range correlations are allowed as well. We have an explicit error estimate, consisting of a probabilistic and a geometric part. We apply the results to yield uniform convergence for several quantities arising naturally in statistical physics.
31 pages, to appear in Stochastic Processes and Applications