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函数序列关于弱收敛概率测度序列积分的单调收敛定理

Monotone Convergence Theorems for the Integration of Function Sequence with respect to Weak Convergence Probability Measure Sequence
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摘要 研究了函数序列关于弱收敛概率测度序列积分的单调收敛性,在新的条件下得到了单调收敛定理. Monotone convergence theorems for the integration of function sequence with respect to weak convergence probability measure sequence are studied. And some new equivalent conditions of weak convergence of probability measure are obtained.
作者 陈颖
出处 《重庆工学院学报(自然科学版)》 2009年第7期171-174,共4页 Journal of Chongqing Institute of Technology
关键词 概率测度 弱收敛 单调收敛定理 一致可积 probabilitymeasure weakconvergence monotone convergencetheorem uniformly integrable
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参考文献7

  • 1Lucchetti R, Salinetti G, Wets J B. Uniform convergence of probability measures : topological criteria [ J ]. Journal of Multivariates Analysis, 1994(51 ) :252 - 264.
  • 2Salinetti G. Consistency of statistical estimators: the epigraphical view [ C ]//Uryasev S, Pardalos P M. stochastic Optimization : Algorithms and Applications. Dordreeht : Kluwer Academic Publishers,2001:365 - 383.
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  • 4Dupacova J, Wets R J B. Asymptotic behavior of statistical estimators and of optimal solutions of optimization problems [ J ]. The Annals of Statistics, 1988,16 (4) : 1517 - 1549.
  • 5Zervos M. On the epiconvergence of stochastic optimization problem [ J ]. Mathematics of Operations Research, 1999,24 (2) : 495 - 508.
  • 6Artstein Z, Wets R J B. Stability results for stochastic programs and sensor, allowing for discontinuous objective functions [ J ]. SIAM Journal on Optimization, 1994,4 (3) :537 - 550.
  • 7霍永亮,刘三阳.可测函数序列关于弱收敛概率测度序列积分的极限定理[J].系统科学与数学,2008,28(6):709-717. 被引量:3

二级参考文献8

  • 1霍永亮,刘三阳.函数序列关于弱收敛概率测度序列积分的极限定理[J].兰州大学学报(自然科学版),2005,41(6):125-129. 被引量:6
  • 2Robinson S M and Wets R J B. Stability in two-stage stochastic programming. SIAM Journal on Control and Optimization, 1987, 25(6): 1409-1416.
  • 3Birge J R and Wets R J B. Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Mathematical Programming Study, 1986, 27(1): 54-102.
  • 4Dupacova J and Wets R J B. Asymptotic behavior of statistical estimators and of optimal solutions of optimization problems. The Annals of Statistics, 1988, 16(2): 1517-1549.
  • 5Zervos M. On the epiconvergence of stochastic optimization problems. Mathematics of Operations Research, 1999, 24(2): 495-508.
  • 6Lucchetti R, Salinetti G and Wets R J B. Uniform convergence of probability measures: Topological criteria. Journal of Multivariate Analysis, 1994, 51(2): 252-264.
  • 7Salinetti G. Consistency of statistical estimators: The epigraphical view. S. Uryasev and P. M. Pardalos. Stochastic Optimization: Algorithms and Applications. Dordrecht: Kluwer Academic Publishers, 2001:365-383.
  • 8Artstein Z and Wets R J B. Stability results for stochastic programs and sensor, allowing for discontiuous objective functions. SIAM Journal on Optimization, 1994, 4(3): 537-550.

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