In this research we will find a law of the large numbers for random convex – concave closed functions, and generalize some results related to lower semi- continuous functions to similar results concerning the convex– concave functions, and that will
be done with using the parent convex functions and the Mosco-epi \ hypo-convergence.
In this paper we study some basic properties of the Moreau-Yosida function with two variables , and generalize the results of related to study of the convergence for sequence of convex-concave functions and the sequence of Moreau-Yosida function corr
esponding , and the basic theorem that we proved is : for any sequence of convex-concave functions , if they are convergent of the Moreau-Yosida distance then the sequence of Moreau-Yosida function corresponding will be convergent to the concept of Mosco-epi/hypo graph convergence .
