A Glivenko-Cantelli Theorem for almost additive functions

Abstract

We develop a Glivenko--Cantelli theory for monotone, almost additive functions of i.\,i.\,d.\ sequences of random variables indexed by~d. Under certain conditions on the random sequence, short range correlations are allowed as well. We have an explicit error estimate, consisting of a probabilistic and a geometric part. We apply the results to yield uniform convergence for several quantities arising naturally in statistical physics.

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