VI: 04, 72-89, LNM 258 (1972)
CHATTERJI, Shrishti Dhav
Un principe de sous-suites dans la théorie des probabilités (Measure theory)
This paper is devoted to results of the following kind: any sequence of random variables with a given weak property contains a subsequence which satisfies a stronger property. An example is due to Komlós: any sequence bounded in $L^1$ contains a subsequence which converges a.s. in the Cesaro sense. Several results of this kind, mostly due to the author, are presented without detailed proofs
Comment: See 1302 for extensions to the case of Banach space valued random variables. See also Aldous, Zeit. für W-theorie, 40, 1977
Keywords: Subsequences, Central limit theorem, Law of the iterated logarithm
Nature: Exposition
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