C. Castaing et Pr. De Fitte, G-uniform scalar integrability and strong laws of large numbers for Pettisintegrable functions with values in a separable locally convex space, J THEOR PR, 13(1), 2000, pp. 93-134
Generalizing techniques developed by Cuesta and Matran for Buchner integrab
le random vectors of a separable Banach space, we prove a strong law of lar
ge numbers for Pettis integrable random elements of a separable locally con
vex space E. This result may be seen as a compactness result in a suitable
topology on the set of Pettis integrable probabilities on E.