We know by the Law of Large Numbers that the empirical distribution function converges to the common distribution of an iid sequence. What happens if we drop the independence requirement. Will the empirical distribution function converge to something, even though we don't know that something? Is that something a distribution function?
2026-03-28 14:27:21.1774708041
Convergence of empirical distribution function of a sequence from dependent identically distributed rvs
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