Set-valued stationary processes

DOI10.1006/jmva.1997.1702zbMath0898.60017OpenAlexW2091202404MaRDI QIDQ1372223

Zhenpeng Wang, Rong-Ming Wang

Publication date: 1 November 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1702

zbMATH Keywords

ergodicitymultivalued conditional expectationselection and representationset-valued stationary processes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stationary stochastic processes (60G10) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Related Items

A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach, Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions, Set-valued and interval-valued stationary time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pattern analysis. Lectures in pattern theory. Vol. II
• Random sets. A survey of results and applications
• A strong law of large numbers for random compact sets
• Convex analysis and measurable multifunctions
• Integrals, conditional expectations, and martingales of multivalued functions
• Strong law of large numbers for Banach space valued random sets
• Integrals of set-valued functions
• Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables
• Random Set Theory and Problems of Modeling
• A Strong Limit Theorem for Random Sets
• A central limit theorem for random sets
• On Convergence and Closedness of Multivalued Martingales
• On the Conditional Expectation and Convergence Properties of Random Sets