On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Title:

On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Creator:

Ferger, Dietmar

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:38034fdf-2dad-4b7c-82e6-ebeca523967e
uuid:38034fdf-2dad-4b7c-82e6-ebeca523967e

Subject:

ϵ-Argmin of stochastic process, random closed sets, weak convergence of Hoffmann-Jørgensen, Fell-topology, and Missing-topology

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

Let <span class="tex">&epsilon;</span>-Argmin<span class="tex">(Z)</span> be the collection of all <span class="tex">&epsilon;</span>-optimal solutions for a stochastic process <span class="tex">Z</span> with locally bounded trajectories defined on a topological space. For sequences <span class="tex">(Z_n)</span> of such stochastic processes and <span class="tex">(&epsilon;_n)</span> of nonnegative random variables we give sufficient conditions for the (closed) random sets <span class="tex">&epsilon;_n</span>-Argmin<span class="tex">(Z_n)</span> to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[955]-968

Source:

Kybernetika | 2011 Volume:47 | Number:6

Harvested from:

CDK

Metadata only:

false