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1 paper

math.PR2026

Necessary and Sufficient Conditions for the Lacunary/Hereditary Laws of Large Numbers

Istvan Berkes, Ioannis Karatzas, Walter Schachermayer

The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and alon…