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Oct 7, 2019 at 0:17 comment added Iosif Pinelis @Hans : 1) I did not see or reject your edit concerning $|f|\le1$, and I have now added this detail. 2) I have added the reference to dominated convergence. 3) I have added an explanation for how $A_n$ was defined.
Oct 7, 2019 at 0:12 history edited Iosif Pinelis CC BY-SA 4.0
added 203 characters in body
Oct 6, 2019 at 22:27 comment added Hans +1 and accepted. Bravo! Do I learn a lot every time I read your answer or not? :-) Thank you, Iosif! Three questions. 1) Do you not like my small edit with regard to $|f|<1$, as it was rejected? Did you or someone else reject it? 2) Would you please be so kind as to add the reference and link to the theorem you provided in the above comment to the answer for posterity? 3) Would you please be so kind as to add an explicit line of the rationale for introducing $A_n$ also for posterity?
Oct 6, 2019 at 22:21 vote accept Hans
Oct 6, 2019 at 21:57 vote accept Hans
Oct 6, 2019 at 22:06
Oct 6, 2019 at 0:25 comment added Iosif Pinelis @Hans : Convergence in probability is enough for dominated convergence; see e.g. math.stackexchange.com/questions/751647/…
Oct 5, 2019 at 0:18 comment added Hans I am puzzling over the validity of the application of the dominated convergence theorem which calls for pointwise convergence for the sequence of the integrand. I suppose $A_n$ is there to make sure $g_n(t)$ converges pointwise with respect to $(J_1,J_2,\cdots,J_n)$ in the set $\{|W-2n|>\epsilon n)\}\cap A_n$. However, convergence in probability does not imply (almost sure) pointwise convergence. Am I missing something?
Oct 4, 2019 at 23:14 comment added Iosif Pinelis @Hans : No problem. I am going to delete my previous comment. Also, I have no objections against your suggested edit.
Oct 4, 2019 at 19:02 review Suggested edits
Oct 5, 2019 at 8:48
S Oct 4, 2019 at 0:44 history suggested Hans CC BY-SA 4.0
Improved formatting on the last equation.
Oct 3, 2019 at 20:58 review Suggested edits
S Oct 4, 2019 at 0:44
Oct 3, 2019 at 2:49 history edited Iosif Pinelis CC BY-SA 4.0
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Oct 3, 2019 at 2:34 history edited Iosif Pinelis CC BY-SA 4.0
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Oct 3, 2019 at 2:26 history edited Iosif Pinelis CC BY-SA 4.0
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Oct 3, 2019 at 0:32 history edited Iosif Pinelis CC BY-SA 4.0
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Oct 2, 2019 at 22:15 history answered Iosif Pinelis CC BY-SA 4.0