On the argmin-sets of stochastic processes and their distributional convergence in fell-type-topologies
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
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
Originalsprache | Englisch |
---|---|
Seiten (von - bis) | 955-968 |
Seitenumfang | 14 |
Fachzeitschrift | Kybernetika |
Jahrgang | 47 |
Ausgabenummer | 6 |
Publikationsstatus | Veröffentlicht - 2011 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- ε-argmin of stochastic process, Fell-topology, Missing-topology, Random closed sets, Weak convergence of hoffmann-jørgensen