Kybernetika 47 no. 6, 955-968, 2011

On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Dietmar Ferger

Abstract:

Let ε-Argmin(Z) be the collection of all ε-optimal solutions for a stochastic process Z with locally bounded trajectories defined on a topological space. For sequences (Zn) of such stochastic processes and (εn) of nonnegative random variables we give sufficient conditions for the (closed) random sets εn-Argmin(Zn) to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.

Keywords:

$\epsilon -$argmin of stochastic process, random closed sets, weak convergence of Hoffmann-Jørgensen, Fell-topology, Missing-topology

Classification:

49J53, 60B10, 60F05, 90C15

paper.pdf

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