相关论文: An $L^{0}({\cal F},R)-$valued function's intermedi…

Let $L^0$ be the vector space of all (equivalence classes of) real-valued random variables built over a probability space $(\Omega, \mathcal{F}, P)$, equipped with a metric topology compatible with convergence in probability. In this work,…

Let $(B,\|\cdot\|)$ be a Banach space, $(\Omega,\mathcal{F},P)$ a probability space and $L^0(\mathcal{F},B)$ the set of equivalence classes of strong random elements (or strongly measurable functions) from $(\Omega,\mathcal{F},P)$ to…

In this paper, we continue to study random convex analysis. First, we introduce the notion of an $L^0$--pre--barreled module. Then, we develop the theory of random duality under the framework of a random locally convex module endowed with…

Let $(\Omega,{\mathcal F},P)$ be a probability space and $L^0({\mathcal F})$ the algebra of equivalence classes of real-valued random variables defined on $(\Omega,{\mathcal F},P)$. A left module $M$ over the algebra $L^0({\mathcal…

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the…

To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…

Let $K$ be the scalar field of real numbers or complex numbers and $L^{0}(\mathcal{F},K)$ the algebra of equivalence classes of $K-$valued random variables defined on a probability space $(\Omega,\mathcal{F},P)$. In this paper, we first…

This paper proves the approximate intermediate value theorem, constructively and from notably weak hypotheses: from pointwise rather than uniform continuity, without assuming that reals are presented with rational approximants, and without…

If a real-valued function is continuous on a real interval and it takes on two different values, then it will also take any value in between those two, by the Intermediate Value Theorem. It is not immediately clear what would be a natural…

The purpose of this paper is to make a comprehensive connection between the basic results and properties derived from the two kinds of topologies (namely the $(\epsilon,\lambda)-$topology introduced by the author and the stronger locally…

Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…

To provide a solid analytic foundation for the module approach to conditional risk measures, our purpose is to establish a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

For a measure space $(\Omega ,\Sigma ,\mu)$ and a bijective increasing function $\varphi :\left[ 0,\infty \right) \rightarrow \left[0,\infty \right)$ the $L^{p}$-like paranormed ($F$-normed) function space with the paranorm of the form…

In 2010, Gordan \v{Z}itkovi\'{c} introduced the notion of convex compactness for a convex subset of a linear topological space and gave some important applications to both nonlinear analysis and mathematical economics in [ Gordan…

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

We establish a Fenchel-Moreau type theorem for proper convex functions $f\colon X\to \bar{L}^0$, where $(X, Y, \langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\bar L^0$ is the space of all extended real-valued functions…

This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…

Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally…

The classical Brouwer fixed point theorem states that in R^d every continuous function from a convex, compact set on itself has a fixed point. For an arbitrary probability space, let L^0 = L^0 (\Omega, A,P) be the set of random variables.…