摘要
在一定条件下,本文给出了无界随机集序列关于条件期望的弱上极限Fatou引理,由此还得到了无界随机集序列在K—M收敛性意义下的控制收敛定理和单调收敛定理。最后将上述结果应用于被积函数的图收敛性和积分原函的收敛性。
Under some conditions,Fatou's lemma for conditional expectations of the weak upper limit of unbounded random sets sequence is given in the paper.The dominated convergence theorem and monotone convergence theorem in the sense of K-M convergence are also obtained. The result is applied to graphic convergence of integrand and convergence of integral functions.
出处
《华东师范大学学报(自然科学版)》
CAS
CSCD
1994年第2期12-21,共10页
Journal of East China Normal University(Natural Science)
关键词
无界随机集
收敛性
条件期望
unbounded random set K-M convergence normal integrand integral function Mackey topology