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

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

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

Original languageEnglish
Pages (from-to)955-968
Number of pages14
JournalKybernetika
Volume47
Issue number6
Publication statusPublished - 2011
Peer-reviewedYes

Keywords

Keywords

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