EPI-CONVERGENCE OF SEQUENCES OF NORMAL INTEGRANDS AND STRONG CONSISTENCY OF THE MAXIMUM LIKELIHOOD ESTIMATOR

摘要

Using the variational properties of epi-convergence together with suitable results on the measurability of multifunctions and integrands, we prove a strong law of large numbers for sequences of integrands from which we deduce a general theorem of almost sure convergence (strong consistency) for the maximum likelihood estimator. [References: 34]