Pointwise ergodic theorems for multivalued functions

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Problems, related to the stochastic model of growth and optimal allocations, led to strong laws of large numbers for multifunctions with values in a closed (or compact) subset of a Banach space. In this paper ``deterministic analogues and other results for the case of multifunctions with values in the closed subset \(K(H)\) of a separable Banach space \(H\) were presented. Let \(H\) be a real separable Banach space and \((\Omega,A,\mu)\) a probability space. Also let \(\{T: \Omega\to\Omega\}\) be a measurable, measure preserving transformation on \((\Omega,A,\mu)\). Given a measurable multifunction \(F:\Omega\to K(H)\). The almost sure convergence of the following ergodic averages of the multifunction \(F\) is proved: \(n^{-1}\sum_{k=0}^{n-1}F(T_ \omega^ k)\), \(n\to\infty\); \((1-\lambda) \sum_{k=0}^ \infty \lambda^ k F(T_ \omega^ k)\), \(\lambda\to 1-\), and identifications of the corresponding limits are given. The same results are presented for a semigroup of measurable transformations on \((\Omega,A,\mu)\).











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