Convergence of conditional expectations and strong laws of large numbers for multivalued random variables
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Abstract:
Fatou’s lemmas and Lebesgue’s convergence theorems are established for multivalued conditional expectations of random variables having values in the closed subsets of a separable Banach space. Strong laws of large numbers are also given for such multivalued random variables.References
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Additional Information
- © Copyright 1985 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 291 (1985), 613-627
- MSC: Primary 60F15; Secondary 60B12
- DOI: https://doi.org/10.1090/S0002-9947-1985-0800254-X
- MathSciNet review: 800254