Random lsc (lower semicontinuous) functions can be identified with a vector-valued random variable by means of an appropriate scalarization. It is shown that stationary, ergodicity and independence properties are preserved by this scalarization. The scalarization is exploited to obtain an lsc version of the conditional expectation of random lsc function.
By: Lisa A. Korf, Roger Wets
Published in: RC21413 in 1999
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