Central Limit Theory for Multivalued Mappings

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2979 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2979 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2979 archive 351 disk0/00/00/29/40 2016-01-15 01:57:38 2021-08-27 17:12:55 2016-01-15 01:57:38 monograph show 2 King A.J. AL1689 Central Limit Theory for Multivalued Mappings pub iis_met iis_mod prog_ado This paper presents new fundamental results concerning central limit behavior of sequences of random closed sets, modeled as a multivalued mapping of an underlying asymptotically normal sequence of random variables. The main theorem generalizes the classical result for differentiable functions in a mathematically satisfying way by combining recent developments in convergence theory for random closed sets and recent work in pseudo-differentiability of multifunctions. Potential applications to the asymptotic analysis of solution sets for stochastic and ordinary parametric programs with incomplete information are indicated in the examples. This paper reports research that was partly performed in the Adaptation and Optimization Project of the System and Decision Sciences Program. 1987-10 published WP-87-112 WP-87-112 10 2729 public working_paper IIASA, Laxenburg, Austria 17 FALSE info:eu-repo/semantics/book