A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers

Authors: Charles Castaing, Nguyễn Văn Quảng, Nguyễn Trần Thuận,

https://doi.org/10.1016/j.spl.2011.08.012

Publisher, magazine: ,

Publication year: 2012

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Abstract

We consider a new family of convex weakly compact-valued integrable random sets which is called an adapted array of convex weakly compact-valued integrable random variables of type p (1⩽p⩽2). Using this concept, more general laws of large numbers are established. Some illustrative examples are provided.

Tags: law of large numbers; set-valued random variable; adapted array of type p; weak adapted array of type p