=+ (b) Show that, if (29.9) holds for all bounded, lower semicontinuous functions f, then u, =

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(b) Show that, if (29.9) holds for all bounded, lower semicontinuous functions

f, then u, = p.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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=+ (b) Show that, if (29.9) holds for all bounded, lower semicontinuous functions f, then u, = p.
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=+ (c) Prove the analogous results for upper semicontinuous functions.
=+ (a) Use condition (iii) of Theorem 29.1, Fatou's lemma, and (21.9) to show that, if u, - u and f is bounded and lower semicontinuous, then (29.9) lim inf ffdu, ffdu.
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=+ (b) Show that, if (29.9) holds for all bounded, lower semicontinuous functions f, then u, =

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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