Abstract
Let be the space of all nonempty compact subsets of and let be the space of all nonempty compact subsets of . For a random set with values in , after defining the expectation, we establish a version of the strong law of large numbers. Some related results concerning the case of nonempty compact convex subsets of a Banach space are included
References
- Z. Artstein, J. C. Hansen: Convexification in limit laws of random sets in Banach spaces, Ann. Probab. 13 (1985) 307–309.https://doi.org/10.1214/aop/1176993083Google Scholar
- Z. Artstein, R. A. Vitale: A strong law of large numbers for random compact sets, Ann. Probab. 3 (1975) 879–882.https://doi.org/10.1214/aop/1176996275Google Scholar
- R. Aumann: Integrals of set valued functions, J. Math. Anal. Appl. 12 (1965) 1–12.https://doi.org/10.1016/0022-247X(65)90049-1Google Scholar
- C. Castaing, M. Valadier: Convex Analysis and Measurable Multifunctions, Lecture Notes in Mathematics 580, Springer, Berlin (1977).https://doi.org/10.1007/BFb0087685Google Scholar
- N. Cressie: Strong limit theorem for random sets, Adv. Appl. Probab., Suppl. 10 (1978) 36–46.https://doi.org/10.2307/1427005Google Scholar
- F. S. De Blasi, P. G. Georgiev: Kakutani-Fan’s fixed point theorem in hyperspaces, Tokyo J. Math. 24(2) (2001) 331–342.https://doi.org/10.3836/tjm/1255958178Google Scholar
- N. Dunford, J. T. Schwartz: Linear Operators, Interscience, New York (1958).Google Scholar
- C. Hess: Théorème ergodique et loi forte des grands nombres pour les ensembles aléatoires, C. R. Acad. Sci., Paris, Sér. A 288 (1979) 519–522.Google Scholar
- C. Hess: The distribution of unbounded random sets and the multivalued strong law of large numbers in nonreflexive Banach spaces, J. Convex Analysis 6 (1999) 163–182.https://doi.org/10.68381/jca06010Google Scholar
- F. Hiai: Strong laws of large numbers for multivalued random variables, in: Multifunctions and Integrands (Catania, 1983), G. Salinetti (ed.), Lecture Notes in Mathematics 1091, Springer, Berlin (1984) 160–172.https://doi.org/10.1007/BFb0098809Google Scholar
- F. Hiai, H. Umegaki: Integrals, conditional expectations and martingales of multivalued functions, J. Multivariate Anal. 7 (1977) 149–182.https://doi.org/10.1016/0047-259X(77)90037-9Google Scholar
- C. J. Himmelberg: Measurable relations, Fundam. Math. 87 (1975) 53–72.https://doi.org/10.4064/fm-87-1-53-72Google Scholar
- S. Hu, N. S. Papageorgiou: Handbook of Multivalued Analysis. Volume I: Theory, Kluwer, Dordrecht (1997).https://doi.org/10.1007/978-1-4615-6359-4Google Scholar
- I. Molchanov: Theory of Random Sets, Springer, Berlin (2005).Google Scholar
- E. Mourier: L-random elements and L*-random elements in Banach spaces, in: Proc. 3rd Berkeley Sympos. Math. Statist. Probability. Vol. II: Contributions to Probability Theory, J. Neyman (ed.), University of California Press, Berkeley and Los Angeles (1956) 231–242.https://doi.org/10.1525/9780520350670-017Google Scholar
- M. L. Puri, D. A. Ralescu: Strong law of large numbers for Banach spaces valued random sets, Ann. Probab. 11 (1983) 222–224.https://doi.org/10.1214/aop/1176993671Google Scholar
- M. L. Puri, D. A. Ralescu: Limit theorems for random compact sets in Banach spaces, Math. Proc. Camb. Philos. Soc. 97 (1985) 151–158.https://doi.org/10.1017/S0305004100062691Google Scholar
- H. Rådström: An embedding theorem for spaces of convex sets, Proc. Amer. Math. Soc. 3 (1952) 165–169.https://doi.org/10.1090/S0002-9939-1952-0045938-2Google Scholar
- R. T. Rockafellar, R. J.-B. Wets: Variational Analysis, Grundlehren der Mathematischen Wissenschaften 317, Springer, Berlin (1998).https://doi.org/10.1007/978-3-642-02431-3Google Scholar
- P. Terán, I. Molchanov: The law of large numbers in a metric space with a convex combination operation, J. Theor. Probab. 19 (2006) 875–898.https://doi.org/10.1007/s10959-006-0043-0Google Scholar
Suggested citation
Published by Heldermann Verlag, 2011. Rights now held by Banach Press LLC.
