TY - RPRT
A1 - Küfer, Karl-Heinz
T1 - A Unified Asymptotic Prohabilistic Analysis of Polyhedral Functionals
N2 - Let \(A\):= {\(a_i\mid i= 1,\dots,m\)} be an i.i.d. random sample in (\mathbb{R}^n\), which we consider a random polyhedron, either as the convex hull of the \(a_i\) or as the intersection of halfspaces {\(x \mid a ^T_i x\leq 1\)}. We introduce a class of polyhedral functionals we will call "additive-type functionals", which covers a number of polyhedral functionals discussed in different mathematical fields, where the emphasis in our contribution will be on those, which arise in linear optimization theory. The class of additive-type functionals is a suitable setting in order to unify and to simplify the asymptotic probabilistic analysis of first and second moments of polyhedral functionals. We provide examples of asymptotic results on expectations and on variances.
T3 - Preprints (rote Reihe) des Fachbereich Mathematik - 245
Y1 - 1993
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/5048
UR - https://nbn-resolving.org/urn:nbn:de:hbz:386-kluedo-50483
ER -