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arXiv · 2108.03484

A note on the weak convergence of continuously integrable sequences

Gane Samb Lo·Aladji Babacar Niang
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Abstract

A uniformly continuously integrable sequence of real-valued measurable functions, defined on some probability space, is relatively compact in the $\sigma(L^1,L^\infty)$ topology. In this paper, we link such a result to weak convergence theory of bounded measures as exposed in Billingsley (1968) and in Lo(2021) to offer a detailed and new proof using the ideas beneath the proof of prohorov's theorem where the continuous integrability replaces the uniform or asymptotic tightness.

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Gane Samb Lo, Aladji Babacar Niang. 2021-08-07. A note on the weak convergence of continuously integrable sequences. https://arxiv.org/abs/2108.03484

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