Convergence of conditional expectations for unbounded closed convex random sets

• Autorzy: Charles Castaing , Fatima Ezzaki , Christian Hess
• Języki publikacji: EN

Abstrakty

EN

We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form $E^{ℬ_n}X_n$ where $(ℬ_n)$ is a decreasing sequence of sub-σ-algebras and $(X_n)$ is a sequence of closed convex random sets in a separable Banach space.

Kategorie tematyczne

• 62H12: Estimation
• 62F12: Asymptotic properties of estimators
• 28B20: Set-valued set functions and measures; integration of set-valued functions; measurable selections
• 54D35: Extensions of spaces (compactifications, supercompactifications, completions, etc.)

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1997
• Tom: 124
• Numer: 2
• Strony: 133-148

Daty

wydano

1997

otrzymano

1996-04-16

Twórcy

autor

Charles Castaing

• Département de Mathématiques, Case 051, Université Montpellier II, F-34095 Montpellier Cedex 5, France

autor

Fatima Ezzaki

• Département de Mathématiques Mohammed V, Faculté des Sciences Agdal, Rabat, Maroc F-34095 Montpellier Cedex 5, France

autor

Christian Hess

• CEREMADE, URA CNRS No 749, Université Paris-Dauphine, 75775 Paris Cedex 16, France

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