On a uniform law of large numbers for random sets and subdifferentials of random functions
In this paper, we strengthen the convergence in a uniform law of large numbers for random upper semicontinuous multifunctions of Shapiro and Xu. The proof is based on an abstract law of large numbers in a metric space endowed with a convex combination operation. Convergence in the Hausdorff metric is obtained, whereas the original result presented a weakened form of convergence of excess functionals. As a consequence, another law of large numbers for subdifferentials of random functions is improved as well.
| Year of publication: |
2008
|
|---|---|
| Authors: | Terán, Pedro |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 1, p. 42-49
|
| Publisher: |
Elsevier |
| Keywords: | Clarke generalized gradient Uniform strong law of large numbers Upper semicontinuous multifunction Subdifferential |
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