| Article ID: | iaor20041182 |
| Country: | United States |
| Volume: | 26 |
| Issue: | 2 |
| Start Page Number: | 421 |
| End Page Number: | 445 |
| Publication Date: | May 2001 |
| Journal: | Mathematics of Operations Research |
| Authors: | Korf L.A., Wets R.J.B. |
An ergodic theorem for random lsc (lower semicontinuous) functions is obtained by relying on a ‘scalarization’ of such functions. In the process, Kolmogorov's extension theorem for random lsc functions is established. Applications to statistical estimation problems, composite materials, and stochastic optimization problems are briefly noted.