A Survey of the Vitali-hahn-saks Theorem with an Application in Probability Theory

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چکیده

Introduced by Vitali(1907), Hahn(1922) and Saks(1933), the VitaliHahn-Saks theorem plays a vital role in measure theory in proving some weak convergence theorems. In this Toolbox Essay, we will first introduce the Nikodym theorem followed by a self-contained proof. Next, we state the Vitali-Hahn-Saks theorem and show by an example how this theorem can be used in probability theory. The benefit of this Toolbox Essay is that it can help probabilitists look into convergence problems from Vitali’s view. Our presentation here is based on James Brooks[1].

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© Mémoires de la S. M. F., 1972, tous droits réservés. L’accès aux archives de la revue « Mémoires de la S. M. F. » (http:// smf.emath.fr/Publications/Memoires/Presentation.html) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impress...

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