Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
Shapiro, Alexander and Xu, Huifu (2007) Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Journal of Mathematical Analysis and Applications, 325, 1390-1399. (doi:10.1016/j.jmaa.2006.02.078).
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Original Publication URL: http://dx.doi.org/10.1016/j.jmaa.2006.02.078
Description/Abstract
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs.
| Item Type: | Article |
|---|---|
| ISSNs: | 0022-247X (print) |
| Related URLs: | |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | University Structure - Pre August 2011 > School of Mathematics > Operational Research |
| Item ID: | 79544 |
| Date Deposited: | 17 Mar 2010 |
| Last Modified: | 02 Mar 2012 11:52 |
| Contributors: | Shapiro, Alexander (Author) Xu, Huifu (Author) |
| Date: | 2007 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/79544 |
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