Consistency and Properties of Large Deviations of Empirical Estimates in Stochastic Optimization Problems for Homogeneous Random Fields under Nonhomogeneous and Homogeneous Observations

Autor:	Evgeniya J. Kasitskaya, Pavel S. Knopov
Rok vydání:	2021
Předmět:	Random field General Computer Science Mixing (mathematics) Field (physics) Consistency (statistics) Applied mathematics Stochastic optimization Large deviations theory Function (mathematics) Stochastic programming Mathematics
Zdroj:	Cybernetics and Systems Analysis. 57:16-29
ISSN:	1573-8337 1060-0396
DOI:	10.1007/s10559-021-00326-0
Popis:	The paper considers a stochastic programming problem with the empirical function constructed from nonhomogeneous observations of a homogeneous random field. The field satisfying the strong mixing condition is investigated in the problem. The conditions whereby the empirical estimate is consistent are given, and large deviations of the estimate for homogeneous observations are estimated.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::915fe26ef4f7e49c794e27c110ba7a0c https://doi.org/10.1007/s10559-021-00326-0 Zobrazit plný text záznamu Full text from SpringerLink