On a uniform law of large numbers for random sets and subdifferentials of random functions
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Publication:2475420
DOI10.1016/j.spl.2007.05.026zbMath1134.60325OpenAlexW2016351689WikidataQ126253057 ScholiaQ126253057MaRDI QIDQ2475420
Publication date: 11 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.05.026
Clarke generalized gradientsubdifferentialupper semicontinuous multifunctionuniform strong law of large numbers
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A strong law of large numbers for random monotone operators ⋮ Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints ⋮ A note on uniform exponential convergence of sample average approximation of random functions ⋮ Algebraic, metric and probabilistic properties of convex combinations based on the t-normed extension principle: the strong law of large numbers ⋮ Approximating stationary points of stochastic optimization problems in Banach space ⋮ Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions ⋮ On consistency of stationary points of stochastic optimization problems in a Banach space ⋮ Jensen's inequality for random elements in metric spaces and some applications
Cites Work
- Convexification in limit laws of random sets in Banach spaces
- The law of large numbers in a metric space with a convex combination operation
- A strong law of large numbers for random compact sets
- Strong law of large numbers for 2-exchangeable random variables
- Uniform Central Limit Theorems
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