On the argmin-sets of stochastic processes and their distributional convergence in fell-type-topologies

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

Let ε - Argmin(Z) be the collection of all ε-optimal solutions for a stochastic process Z with locally bounded trajectories defined on a topological space. For sequences (Zn) of such stochastic processes and (εn) of nonnegative random variables we give sufficient conditions for the (closed) random sets εn - Argmin(Z n) to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.

Details

OriginalspracheEnglisch
Seiten (von - bis)955-968
Seitenumfang14
FachzeitschriftKybernetika
Jahrgang47
Ausgabenummer6
PublikationsstatusVeröffentlicht - 2011
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • ε-argmin of stochastic process, Fell-topology, Missing-topology, Random closed sets, Weak convergence of hoffmann-jørgensen