Hanson, D. L.; Li, Gang - In: Statistics & Probability Letters 34 (1997) 4, pp. 337-340
Let be an adapted stochastic sequence. Let . In stochastic approximation and various other sequential procedures, the question of whether arises. For each t, Dn(t) converges to 0 a.s., and by the Glivenko-Cantelli theorem (1) holds if {Yn} is i.i.d. We give an example showing that without the...