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Konstantinos Makantasis edited untitled.tex
over 8 years ago
Commit id: 6f80d3aa1500bc4e3c6d76a93e9c73e8b408b0bc
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\begin{equation}
\frac{1}{l} \sum_{i=1}^{l}Q(z, a^{**}) < \inf_{a \in \Lambda(c)} \frac{1}{l} \sum_{i=1}^{l}Q(z_i, a) + \frac{\epsilon}{2}
\end{equation}
is valid.
Then, the following inequalities
\begin{equation}
\begin{split}
\frac{1}{l} \sum_{i=1}^{l}Q(z, a^{**}) + \frac{\epsilon}{2} & < \inf_{a \in \Lambda(c)} \frac{1}{l} \sum_{i=1}^{l} Q(z_i, a) +\epsilon \\
< \inf_{a \in \Lambda(c)} \int Q(a,z) dF(z) & < \int Q(z, a^{**})dF(z)
\begin{split}
\end{equation}
hold. Therefore,
\begin{equation}
\begin{split}
P(A_2) & \leq P\bigg\{ \int Q(z, a^{**})dF(z) - \frac{1}{l} \sum_{i=1}^{l}Q(z, a^{**}) > \frac{\epsilon}{2} \bigg\} \\
& leq P\bigg\{sup_{a \in \Lambda} \bigg ( \int Q(z, a^{**})dF(z) - \frac{1}{l} \sum_{i=1}^{l}Q(z, a^{**}) \bigg ) > \frac{\epsilon}{2} \bigg\} \xrightarrow[l \rightarrow \infty]{} 0
\end{split}
\end{equation}
due to uniform one-sided convergence of means to their mathematical expectations. Because,
\begin{equation}
A = A_1 \cup A_2 \Longrightarrow P(A) \leq P(A_1) + P(A_2)
\end{equation}
we have that
\begin{equation}
P(A) \xrightarrow[l \rightarrow \infty]{} 0.
\end{equation}
The theorem is proven. \hfill \Box