A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers

摘要

We consider a new family of convex weakly compact valued integrable random sets which is called an adapted array of convex weakly compact valued integrable random variables of type p (1 ≤ p≤ 2). By this concept, more general laws of large numbers will be established. Some illustrative examples are provided.