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\end{equation}  and as $T$ the event $\cup_{k=1}^nT_k$. Then by virtue of (\ref{eq:cons_in_prob})   \begin{equation}  P(T) = P(\cup_{k=1}^n T_k) \leq \sum_{k=1}^n P(T_k) \xrightarrow[l \rightarrow \infty]{} 0 0.  \end{equation} Consider that uniform convergence of means to their mathematical expectations does not take place. Then the event  \begin{equation}  A \triangleq \sup_{a \in \Lambda} \bigg(\int Q(z,a)dF(z) - \frac{1}{l}\sum_{i=1}^{l}Q(z_i,a) \bigg) > \epsilon  \end{eqwuation}  takes place.