Laws of Large Numbers for Uncorrelated Set-Valued Random Variables

Authors Li Guan, Jinping Zhang, Jieming Zhou

Publication date 13 November 2020

Set-valued functions (26E25) Selections in general topology (54C65) Numerical solutions to stochastic differential and integral equations (65C30)

Abstract: As the extension of uncorrelated single-valued random variables, set-valued case is studied in this paper. When the underlying space is of finite dimension, by using the support function, We shall prove the weak and strong laws of large numbers for uncorrelated set-valued random variables in the sense of Hausdorff metric

d_{H}

. Our results generalize weak and strong laws of large numbers for independent identically distributed or independent set-valued random variables.

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