Uniform convergence in extended probability of sub-gradients of convex functions

DOI10.1016/J.ECONLET.2019.108809MaRDI QIDQ2300339zbMATH OpenOpenAlexWikidataFDO

Authors Gordon C. R. Kemp

Publication date 27 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://repository.essex.ac.uk/25893/1/ucp-final.pdf

zbMATH Keywords

convergence in probabilityconvex functionsextended probability measuresub-gradientsuniform convergence

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Central limit and other weak theorems (60F05)

Recommendations

• Convergence of Subdifferentials Under Strong Stochastic Convexity
• On the strong convergence of subgradients of convex functions
• Uniform Convergence in Probability and Stochastic Equicontinuity
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• Subdifferential Convergence in Stochastic Programs

Cites work

• Convex Analysis
• Cox's regression model for counting processes: A large sample study
• scientific article; zbMATH DE number 1735137 (Why is no real title available?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Some Measurability Results for Extrema of Random Functions Over Random Sets

Cited in

(3)

• Stochastic Diffeomorphisms and Homogenization of Multiple Integrals
• Uniform and individual convergence rates for convex density classes
• Convergence of Subdifferentials Under Strong Stochastic Convexity

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