UDC 519.21
1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
 knopov1@yahoo.com
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2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
e.kasitskaya@gmail.com
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CONSISTENCY AND PROPERTIES OF LARGE DEVIATIONS OF EMPIRICAL ESTIMATES
IN STOCHASTIC OPTIMIZATION PROBLEMS FOR HOMOGENEOUS RANDOM FIELDS
UNDER NONHOMOGENEOUS AND HOMOGENEOUS OBSERVATIONS
Abstract. The paper considers a stochastic programming problem with the empirical function constructed
from nonhomogeneous observations of a homo-geneous random field. The field satisfying the strong mixing condition
is investigated in the problem. The conditions whereby the empirical estimate is consistent are given, and large deviations
of the estimate for homogeneous observations are considered.
Keywords: stochastic programming problem, a homogeneous in a strict sense random field, nonhomogeneous observations, strong mixing condition, large deviations.
FULL TEXT
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