Set-Valued Stationary Processes
AbstractIn this paper we discuss set-valued stationary processes. First, we prove a stationary selection and representation theorem, then we study the laws of large numbers and ergodicities of set-valued stationary processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 63 (1997)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Hiai, Fumio & Umegaki, Hisaharu, 1977. "Integrals, conditional expectations, and martingales of multivalued functions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 149-182, March.
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