A note on uniform exponential convergence of sample average approximation of random functions
Shapiro and Xu [18] investigated uniform large deviation of a class of HÄolder continuous random functions. It is shown under some standard moment conditions that with probability approaching one at exponential rate with the increase of sample size, the sample average approximation of the random fu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2011-01.
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| Subjects: | |
| Online Access: | Get fulltext |