Uniform strong law from finite L1 bracketing

ID: uniform-strong-law-from-finite-l1-bracketing

Suppose an integrable measurable-function class can be covered by finitely many function brackets of every positive width. For an independent sample with common law , the empirical measure satisfies on a common probability-one event. For one finite -cover, the supremum is bounded by plus the largest empirical error among its endpoints. The strong law of large numbers makes that finite maximum vanish. Taking a countable sequence of widths decreasing to zero proves the assertion. A measurable supremum can be obtained from a pointwise separable function class; otherwise the probability-one-event formulation expresses the same pathwise conclusion.

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