Stationary Processes and Limit Theorems With Upper Semi-Continuous Function Values

摘要：

In this paper,we firstly introduce the definitions of upper semi-continuous function-valued (denoted by u.s.c.f.v., for short) stationary processes, and then we prove their properties.We mainly prove an ergodic theorem of u.s.c.f.v, stationary sequences in d-dimensional Euclidean space by using sandwichmethod and famous Shapley-Folkman inequality, and the convergence is in the sense of generalized uniform Hausdorff metric.

关键词： stationary process ergodic theorem upper semicontinuous function Hausdorff metric Aumann integral

作者: Li Guan Shoumei Li

作者单位: Department of Applied Mathematics Beijing University of Technology 100 Pingleyuan, Chaoyang District Beijing,100124, ER. China

会议类型: 国际会议

会议名称: The 10th International Conference on Intelligent Technologies(第十届智慧科技国际会议 InTech09)

会议地点: 桂林

会议语种:英文

页码: 515-520

在线出版日期: 2009-12-12（万方平台首次上网日期，不代表论文的发表时间）