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Register a new userA note on the von Weizs{a}cker theorem
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Authors
Stefan Tappe
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The von Weizs{a}cker theorem states that every sequence of nonnegative random variables has a subsequence which is Ces`{a}ro 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.
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