Subadditive ergodic theorems for random sets in infinite dimensions

被引:3
|
作者
Hansen, JC [1 ]
Hulse, P [1 ]
机构
[1] Heriot Watt Univ, Dept Actuarial Math & Stat, Edinburgh EH14 4AS, Midlothian, Scotland
关键词
random sets; subadditive ergodic theorem;
D O I
10.1016/S0167-7152(00)00156-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove pointwise and mean versions of the subadditive ergodic theorem for superstationary families of compact, convex random subsets of a real Banach space, extending previously known results that were obtained in finite dimensions or with additional hypotheses on the random sets. We also show how the techniques can be used to obtain the strong law of large numbers for pairwise independent random sets, as well as results in the weak topology. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:409 / 416
页数:8
相关论文
共 50 条