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**definition of "non-lattice"**

In section 3 of this paper (bottom of 4th page):

http://www.bjmath.com/bjmath/breiman/breiman.pdf

Breiman said:THEOREM 1. If the random variables W^{*}_{1}, W^{*}_{2}, ... are nonlattice, then for any strategy ...

What does nonlattice mean? Thank you.