• Media type: E-Book
  • Title: Random lsc functions ; An ergodic theorem
  • Contributor: Korf, Lisa A. [Author]; Wets, Roger J.-B. [Author]
  • Published: Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2000-02-07
  • Language: English
  • DOI: https://doi.org/10.18452/8229
  • Keywords: epi-convergence ; ergodic theorem ; stochastic programming ; stochastic optimization ; Bayesian decision theory ; random samples ; Kolmogorov's extension theorem ; random lower semicontinuous functions ; Stationary processes ; composite materials
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  • Description: 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.
  • Access State: Open Access
  • Rights information: In Copyright