Prove Theorem 26.3. Hint: With the notation                             Kn(x, z) = Khn (x − z) we copy the proof of Theorem 26.2 such that the only difference is the covering lemma (Lemma 23.6)...


Prove Theorem 26.3. Hint: With the notation


                            Kn(x, z) = Khn (x − z)


we copy the proof of Theorem 26.2 such that the only difference is the covering lemma (Lemma 23.6)






Khn (x − Xi) EKhn (x − X) µ(dx) ≤ ρ,


moreover, instead of Lemma 23.2, we refer to Lemma 23.9.



May 23, 2022
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