An Ergodic Theorem for n-Parameter Groups
نویسندگان
چکیده
منابع مشابه
An Ergodic Theorem for Stochastic Programming Problems?
To justify the use of sampling to solve stochastic programming problems one usually relies on a law of large numbers for random lsc (lower semicontinuous) functions when the samples come from independent, identical experiments. If the samples come from a stationary process, one can appeal to the ergodic theorem proved here. The proof relies on thèscalarization' of random lsc functions.
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1939
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.25.4.195