Random lsc functions

Name: Random lsc functions
Keywords: ddc:510, stochastic programming, random lower semicontinuous functions, Kolmogorov's extension theorem, Bayesian decision theory, composite materials, Stationary processes, 510 Mathematik, stochastic optimization, random samples

Korf, Lisa A.; Wets, Roger J.-B.

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Book . 2000

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edoc-Server. Open-Access-Publikationsserver der Humboldt-Universität zu Berlin

Book . 2000

Data sources: edoc-Server. Open-Access-Publikationsserver der Humboldt-Universität zu Berlin

https://dx.doi.org/10.18452/28...

Book . 2000

Data sources: Datacite

https://dx.doi.org/10.18452/28...

Book

Data sources: Microsoft Academic Graph

https://dx.doi.org/10.18452/28...

Book

Data sources: Microsoft Academic Graph

Random lsc functions

descriptionPublicationkeyboard_double_arrow_right Book 07 Feb 2000Embargo end date: 15 Jun 2017 Germany Publisher:Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik

Authors: Korf, Lisa A.; Wets, Roger J.-B.;

doi: 10.18452/2861

Random lsc functions

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Abstract

An ergodic theorem for random lsc functions is obtained by relying on a (novel) 'scalarization' of such functions. In the process, Kolmogorov's extension theorem for randon lsc functions is established. Applications to statistical estimation problems, composite materials and stochastic optimization problems are briefly noted.

Country

Germany

Related Organizations

Humboldt-Universität zu Berlin
Germany

Keywords

ddc:510, stochastic programming, random lower semicontinuous functions, Kolmogorov's extension theorem, Bayesian decision theory, composite materials, Stationary processes, 510 Mathematik, stochastic optimization, random samples, epi-convergence, ergodic theorem

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