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A * -mixing convergence theorem for convex set valued processes

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  • A. de Korvin
  • R. Kleyle

Abstract

In this paper the concept of a * -mixing process is extended to multivalued maps from a probability space into closed, bounded convex sets of a Banach space. The main result, which requires that the Banach space be separable and reflexive, is a convergence theorem for * -mixing sequences which is analogous to the strong law of large numbers. The impetus for studying this problem is provided by a model from information science involving the utilization of feedback data by a decision maker who is uncertain of his goals. The main result is somewhat similar to a theorem for real valued processes and is of interest in its own right.

Suggested Citation

  • A. de Korvin & R. Kleyle, 1987. "A * -mixing convergence theorem for convex set valued processes," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 10, pages 1-8, January.
  • Handle: RePEc:hin:jijmms:481727
    DOI: 10.1155/S0161171287000024
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