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.
Is Part Of Series: Mathematics of Operations Research, 26, 2, 2001