On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence

DOI10.1016/j.jkss.2016.01.004zbMath1342.60021OpenAlexW2287109972MaRDI QIDQ530382

Hamzeh Agahi, Mehran Motiee, Radko Mesiar

Publication date: 29 July 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.004

zbMATH Keywords

complete convergenceBernstein inequalityChoquet integralHoeffding inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Contents, measures, outer measures, capacities (28A12)

Uses Software

• kappalab

Cites Work

• Unnamed Item
• Unnamed Item
• Reexamination on updating Choquet beliefs
• On extensions of Hoeffding's inequality for panel data
• Two price economies in continuous time
• The bipolar Choquet integral representation
• A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
• Foundations of neo-Bayesian statistics
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• A new integral for capacities
• A Hoeffding inequality for Markov chains using a generalized inverse
• Non-additive measure and integral
• Additive representations of non-additive measures and the Choquet integral
• Hoeffding's inequality for uniformly ergodic Markov chains
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Measuring inequalities without linearity in envy: Choquet integrals for symmetric capacities
• On Bernstein-type inequalities for martingales.
• \(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities
• Stochastic orderings with respect to a capacity and an application to a financial optimization problem
• 2-additive Choquet optimal solutions in multiobjective optimization problems
• An axiomatization of Choquet expected utility with cominimum independence
• Decomposition-integral: unifying Choquet and the concave integrals
• Hoeffding's inequalities for geometrically ergodic Markov chains on general state space
• A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package
• Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables
• Robust representation of convex risk measures by probability measures
• Minimax pricing and Choquet pricing
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Dilatation monotonous Choquet integrals
• A Hoeffding-type inequality for ergodic time series
• Theory of capacities
• A refinement of Hoeffding's inequality
• Risk, Ambiguity, and the Savage Axioms
• Bernstein-type Concentration Inequalities for Symmetric Markov Processes
• On inequalities for sums of bounded random variables
• Subjective Probability and Expected Utility without Additivity
• Equimeasurable Rearrangements with Capacities
• Kernel-based reinforcement learning in average-cost problems
• Probability Inequalities for Sums of Bounded Random Variables
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Nonmonotonic Choquet integrals