On the Convergence in Distribution of Measurable Multifunctions, Normal Integrands, Stochastic Processes and Stochastic Infima

Salinetti G & Wets RJ-B (1982). On the Convergence in Distribution of Measurable Multifunctions, Normal Integrands, Stochastic Processes and Stochastic Infima. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-82-087

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Abstract

The concept of the distribution function of a closed-valued measurable multifunction is introduced and used to study the convergence in distribution of sequences of multifunctions and the epi-convergence in distribution of normal integrands; in particular various compactness criteria are exhibited. The connections with the convergence theory for stochastic processes is analyzed and for purposes of illustration we apply the theory to sketch out a modified derivation of Donsker's Theorem (Brownian motion as a limit of random walks). We also suggest the potential application of the theory to the study of the convergence of stochastic infima.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:51
Last Modified: 20 Jul 2016 23:02
URI: http://pure.iiasa.ac.at/2031

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