On the argmin-sets of stochastic processes and their distributional convergence in fell-type-topologies
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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 language | English |
|---|---|
| Pages (from-to) | 955-968 |
| Number of pages | 14 |
| Journal | Kybernetika |
| Volume | 47 |
| Issue number | 6 |
| Publication status | Published - 2011 |
| Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- ε-argmin of stochastic process, Fell-topology, Missing-topology, Random closed sets, Weak convergence of hoffmann-jørgensen