Several Convexity Statements In Chance Constrained Programming Problems

There is a kind of so called chance constrained programming problems in the field of stochastic programming. One of the mainsubjects of this kind of problems is whether the constrained set is convex, beause this question is of graet importance for discussing and solving that proqram. This paper gives four convexity theorems. It may be said that these theorems are a development of some other known theorems.