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The uniform threshold class is Glivenko–Cantelli
Example
Assume Countable Choice. Let be uniform probability on , let be iid with law , and let Then is strongly -Glivenko–Cantelli:
Facts & Assumptions
Given: Countable Choice, the iid Uniform experiment, the threshold class , and the bracketing Glivenko–Cantelli theorem.
for , and the envelope is integrable.
Countable Choice supplies the theorem's strong-law branch and, for each fixed , a sequence of rational approximants chosen from the intervals (The Axiom of Countable Choice ()).
Glivenko–Cantelli classes: uniform convergence of to over the class defines the Glivenko–Cantelli property.
Covering, packing, bracketing numbers, and metric entropy: an bracket has measurable endpoints, contains functions lying between them -almost everywhere, and has width .
Empirical, centered, and Rademacher processes: for iid observations, and .
Glivenko–Cantelli theorem by bracketing entropy: a pointwise-measurable class with an integrable envelope and finite bracketing number at every positive scale is strongly -Glivenko–Cantelli when Countable Choice is assumed.
is countably infinite: is countable.
Every subset of an at most countable set is at most countable: every subset of an at most countable set is at most countable.
The rationals embed densely in the reals: between any two distinct real numbers there is a rational.
Verification
Given: The objects and facts above.
The class is pointwise measurable. Since , the rational thresholds together with are indexed by , a countable set by [F5]–[F6]. For each fixed , Countable Choice [A2] selects , which exist by [F7]. Then from above, so for every .
For each integer , the brackets , , cover and have width . Thus for every , taking an integer gives . The envelope condition is [A1].
By [F4] under [A2], the hypotheses verified in steps 1.1 and 1.2 imply almost surely, which is the claimed strong Glivenko–Cantelli property by [F1].
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Covering, packing, bracketing numbers, and metric entropy
- Empirical, centered, and Rademacher processes
- Glivenko–Cantelli classes
- Glivenko–Cantelli theorem by bracketing entropy
- $\mathbb{Q}$ is countably infinite
- Every subset of an at most countable set is at most countable
- The rationals embed densely in the reals
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Jon A. Wellner, Empirical Processes: Theory and Applications, Chapter 1, §6, Theorem 6.1 (standard reference, not scraped)
- David Pollard, Empirical Processes: Theory and Applications, Section 8 (standard reference, not scraped)