Let (Ω,F,μ) be a complete probability space, E a separable Banach space and E′ the topological dual vector space of E. We present some compactness results in LE′1E, the Banach space of weak*-scalarly integrable E′-valued functions. As well we extend the classical theorem of Komlós to the bounded sequences in LE′1E.
We give a geometrical proof of Komlós’ theorem for sequences of random variables with values in super-reflexive Banach space. Our approach is inspired by the elementary proof given by Guessous in 1996 for the Hilbert case and uses some geometric properties of smooth spaces.
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