Convergence of conditional expectations and strong laws of large numbers for multivalued random variables-Reference-Cited by-同舟云学术

Convergence of conditional expectations and strong laws of large numbers for multivalued random variables

Published:1985 Issue:2 Volume:291 Page:613-627
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Hiai Fumio

Abstract

Fatou’s lemmas and Lebesgue’s convergence theorems are established for multivalued conditional expectations of random variables having values in the closed subsets of a separable Banach space. Strong laws of large numbers are also given for such multivalued random variables.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1985-291-02/S0002-9947-1985-0800254-X/S0002-9947-1985-0800254-X.pdf

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