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Random lsc functions and expectation functionals

Presenter
October 17, 2010
Abstract
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.