A note on the von Weizs\"acker theorem
Abstract
The von Weizs\"acker theorem states that every sequence of nonnegative random variables has a subsequence which is Ces\`aro convergent to a nonnegative random variable which might be infinite. The goal of this note is to provide a description of the set where the limit is finite. For this purpose, we use a decomposition result due to Brannath and Schachermayer.
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