A Counterexample Concerning Uniform Ergodic Theorems for a Class of Functions

  title={A Counterexample Concerning Uniform Ergodic Theorems for a Class of Functions},
  author={Andrew B. Nobel},
Vapnik and Cervonenkis, and Talagrand, have characterized the Glivenko-Cantelli property for independent random variables. We show that these characterizations fail to hold for general stationary ergodic processes. Appears in Statistics and Probability Letters, 24 165-168, 1995. ∗Andrew Nobel is a Beckman Institute Fellow at the University of Illinois Urbana-Champaign. Correspondence to: Andrew B. Nobel, Beckman Institute, 405 N. Mathews, Urbana, IL 61801. Email: nobel@assistant.beckman.uiuc… CONTINUE READING

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