Jensen's inequality for random elements in metric spaces and some applications

被引：6

作者：

Teran, Pedro ^{[1
]}

机构：

[1] Univ Oviedo, Escuela Politecn Ingn, Dept Estadist & IO & DM, E-33071 Gijon, Spain

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2014年 / 414卷 / 02期

关键词：

Convex combination; Jensen inequality; Metric space; Random compact set; Random probability measure; LARGE NUMBERS; STRONG LAWS; SUBDIFFERENTIALS;

D O I：

10.1016/j.jmaa.2013.09.047

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Jensen's inequality is extended to metric spaces endowed with a convex combination operation. Applications include a dominated convergence theorem for both random elements and random sets, a monotone convergence theorem for random sets, and other results on set-valued expectations in metric spaces and on random probability measures. (c) 2013 Published by Elsevier Inc.

引用

页码：756 / 766

页数：11

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