On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima

DOI10.1287/MOOR.11.3.385zbMATH Open0611.60004OpenAlexW1977567128MaRDI QIDQ3750698FDOQ3750698

Authors: Gabriella Salinetti, Roger J.-B. Wets 

Publication date: 1986

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.11.3.385

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zbMATH Keywords

random setssemicontinuityconvergence in probabilitymultifunctionsDonsker's invariance principleHelly's theorem

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Geometric probability and stochastic geometry (60D05) Stochastic programming (90C15)

Cited In (46)

• Extremal theory for long range dependent infinitely divisible processes
• Minimum distance estimation in normed linear spaces with Donsker-classes
• On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies
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• GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS
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• Statistics with set-valued functions: applications to inverse approximate optimization
• On the Conditional Expectation and Convergence Properties of Random Sets
• Estimating density functions: a constrained maximum likelihood approach^*
• Variational theory for optimization under stochastic ambiguity
• Differentiable selections and Castaing representations of multifunctions
• Parallel processors for planning under uncertainty
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
• Variational analysis of constrained M-estimators
• Qualitative robustness of set-valued value-at-risk
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• On the Proximity of a Probability to a Capacity Functional: Proximity Functions
• On the upper semicontinuity of Choquet capacities
• Some theoretical results of learning theory based on random sets in set-valued probability space
• On stability in multiobjective programming. A stochastic approach
• Stability and sensitivity-analysis for stochastic programming
• Choquet weak convergence of capacity functionals of random sets
• Models of stochastic geometry ? A survey
• Weak convergence of probability measures to Choquet capacity functionals
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• Sequential importance sampling algorithms for dynamic stochastic programming
• A stochastic approach to stability in stochastic programming
• Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies
• Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
• Semiconvergence in distribution of random closed sets with application to random optimization problems
• Approximations, expansions and univalued representations of multifunctions
• Weak convergence of probability measures on hyperspaces with the upper Fell-topology
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• Random sets. A survey of results and applications
• Convergence of the empirical mean method in statistics and stochastic programming
• Properties of empirical estimates in stochastic optimization and identification problems
• On the Convergence in Probability of Random Sets (Measurable Multifunctions)
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• Marginal standardization of upper semicontinuous processes with application to MAX-stable processes
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• Stationary self-similar extremal processes

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