Campuses:

Random lsc functions and expectation functionals

Sunday, October 17, 2010 - 9:00am - 10:30am
Keller 3-180
Roger Wets (University of California, Davis)
Definition
of random lsc (lower semicontinuous)
functions and calculus. Stochastic processes with lsc paths.
Properties of
expectation functionals. Almost sure convergence and
convergence in distribution (epigraphical
sense). The Ergodic Theorem for random lsc functions and its
applications:
sampled variational problems, approximation, statistical
estimation and homogenization.