Z-theorems: Limits of stochastic equations

DOI10.2307/3318762MaRDI QIDQ1590232zbMATHOpenAlexFDO

Authors V. V. Anisimov, Georg Ch. Pflug

Publication date 2 August 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL http://pure.iiasa.ac.at/id/eprint/5986/1/Z-theorems%20limits%20of%20stochastic%20equations.pdf

zbMATH Keywords

stochastic optimizationstatistical estimationsingletonsweak inclusion of the solution setszero-theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random operators and equations (aspects of stochastic analysis) (60H25)

Recommendations

• Invariance principle for integral type functionals
• Random Matrices and Brownian Motion
• Pointwise properties of convergence in probability
• Convergence in law of random sums with nonrandom centering
• On the weak convergence of extremes in some Banach spaces
• Almost sure oscillation of certain random processes
• scientific article; zbMATH DE number 1111386

Cited in

(1)

• Sample average approximation for stochastic programming with equality constraints

This page was built for publication: Z-theorems: Limits of stochastic equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1590232)