2000-02-07Buch DOI: 10.18452/8229
Random lsc functions
An ergodic theorem
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.
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