A note on the von Weizsäcker theorem
arXiv:2001.11727 · doi:10.1016/j.spl.2020.108926
Abstract
The von Weizsäcker theorem states that every sequence of nonnegative random variables has a subsequence which is Cesàro convergent to a nonnegative random variable which might be infinite. The goal of this note is to provide a description of the set where the limit is finite. For this purpose, we use a decomposition result due to Brannath and Schachermayer.
7 pages