Z-theorems: limits of stochastic equations
Anisimov, Vladimir V. ; Pflug, Georg CH.
Bernoulli, Tome 6 (2000) no. 6, p. 917-938 / Harvested from Project Euclid
Let fn(θ,ω) be a sequence of stochastic processes which converge weakly to a limit process f0(θ,ω). We show under some assumptions the weak inclusion of the solution sets $\boldsymbol{\theta}_n(\omega) = \{ \theta : f_n(\theta,\omega) = 0 \}$ in the limiting solution set $\boldsymbol{\theta}_0(\omega) = \{ \theta : f_0(\theta,\omega) = 0 \}$ . If the limiting solutions are almost surely singletons, then weak convergence holds. Results of this type are called Z-theorems (zero-theorems). Moreover, we give various more specific convergence results, which have applications for stochastic equations, statistical estimation and stochastic optimization.
Publié le : 2000-10-14
Classification:  asymptotic distribution,  consistency,  stochastic equations,  stochastic inclusion
@article{1081282695,
     author = {Anisimov, Vladimir V. and Pflug, Georg CH.},
     title = {Z-theorems: limits of stochastic equations},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 917-938},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081282695}
}
Anisimov, Vladimir V.; Pflug, Georg CH. Z-theorems: limits of stochastic equations. Bernoulli, Tome 6 (2000) no. 6, pp.  917-938. http://gdmltest.u-ga.fr/item/1081282695/