2000-02-07Buch DOI: 10.18452/8229
Random lsc functions
An ergodic theorem
Korf, Lisa A.
Wets, Roger J.-B.
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.