Limit laws for non-additive probabilities and their frequentist interpretation
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Publication:1289258
DOI10.1006/JETH.1998.2479zbMATH Open0921.90005OpenAlexW2085246855MaRDI QIDQ1289258FDOQ1289258
Authors: Massimo Marinacci 
Publication date: 29 June 1999
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1998.2479
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Cited In (87)
- Strong law of large numbers for upper set-valued and fuzzy-set valued probability
- Law of large numbers under Choquet expectations
- Weak and strong limit theorems for stochastic processes under nonadditive probability
- On complete convergence for extended independent random variables under sub-linear expectations
- Notes on Peng's independence in sublinear expectation theory
- A law of large numbers under the nonlinear expectation
- Non-additive anonymous games
- Do Bayesians Learn Their Way Out of Ambiguity?
- Three series theorem for independent random variables under sub-linear expectations with applications
- Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Ergodic theorems for capacity preserving \(\mathbb{Z}_+^d\)-actions
- Laws of large numbers for continuous belief measures on compact spaces
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
- Ergodic theorems for lower probabilities
- Limit theorems with rate of convergence under sublinear expectations
- Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
- Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for sub-linear expectations
- The law of logarithm for arrays of random variables under sub-linear expectations
- Equimeasurable rearrangements with capacities
- Laws of large numbers without additivity
- Choquet expectation and Peng's \(g\)-expectation
- Ambiguity and the Bayesian paradigm
- On attitude polarization under Bayesian learning with non-additive beliefs
- A strong law of large numbers for capacities
- Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
- Complete convergence for END random variables under sublinear expectations
- General laws of large numbers under sublinear expectations
- On Drewnowski lemma for non-additive functions and its consequences
- Law of large numbers for non-additive measures
- Weak and strong laws of large numbers for sub-linear expectation
- Another form of Chover's law of the iterated logarithm under sub-linear expectations
- The central limit theorem for capacities
- IID: Independently and indistinguishably distributed.
- A strong law of large numbers for sub-linear expectation under a general moment condition
- A lot of ambiguity
- A strong law of large numbers for non-additive probabilities
- Learning from ambiguous urns
- Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
- Strong law of large numbers under moment restrictions in sublinear expectation spaces
- A general strong law of large numbers for non-additive probabilities and its applications
- Moment bounds for IID sequences under sublinear expectations
- On indepedence for non-additive measures, with a Fubini theorem
- An invariance principle of strong law of large numbers under nonadditive probabilities
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- A new proof for the generalized law of large numbers under Choquet expectation
- Biased Bayesian learning with an application to the risk-free rate puzzle
- A strong law of large numbers for independent random variables under non-additive probabilities
- Games in context: equilibrium under ambiguity for belief functions
- Extension of the strong law of large numbers for capacities
- Complete convergence for widely acceptable random variables under the sublinear expectations
- Complete moment convergence for ND random variables under the sub-linear expectations
- Laws of large numbers of negatively correlated random variables for capacities
- On Brooks-Jewett, Vitali-Hahn-Saks and Nikodým convergence theorems for quasi-triangular functions
- On the asymptotic approximation of inverse moment under sub-linear expectations
- On regularities of mass phenomena
- Central limit theorems for bounded random variables under belief measures
- Conditional preferences and updating.
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- A continuity theorem for cores of random closed sets
- Counterexamples to a central limit theorem and a weak law of large numbers for capacities
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
- Strong limit theorems for weighted sums under the sub-linear expectations
- A strong law of large numbers for weighted sums of i.i.d. random variables under capacities
- On the regularities of mass random phenomena
- Strong laws of large numbers for negatively dependent random variables under sublinear expectations
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations
- Precise asymptotics for complete integral convergence under sublinear expectations
- Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
- Note on strong law of large number under sub-linear expectation
- A new look at conditional probability with belief functions
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- General results on precise asymptotics under sub-linear expectations
- Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
- Strong convergence for weighted sums of END random variables under the sub-linear expectations
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- Ergodicity of invariant capacities
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- A central limit theorem, loss aversion and multi-armed bandits
- Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
- A complete convergence theorem for weighted sums under the sub-linear expectations
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
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