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
收藏
页码：756 / 766
页数：11
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