A strong law of large numbers for capacities

From MaRDI portal
Publication:1781179

DOI10.1214/009117904000001062zbMath1074.60041arXivmath/0506597OpenAlexW3103226713MaRDI QIDQ1781179

Fabio Maccheroni, Massimo Marinacci

Publication date: 23 June 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0506597




Related Items (61)

A lot of ambiguityLaws of large numbers under model uncertainty with an application to \(m\)-dependent random variablesA law of large numbers under the nonlinear expectationStrong laws of large numbers for sublinear expectation under controlled 1st moment conditionStrong laws of large numbers for sub-linear expectationsA multivalued strong law of large numbersFoundations of neo-Bayesian statisticsA strong law of large numbers for sub-linear expectation under a general moment conditionStrong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectationsLaws of large numbers without additivityA strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectationA strong law of large numbers for independent random variables under non-additive probabilitiesComplete convergence and strong law of large numbers for arrays of random variables under sublinear expectationsAn invariance principle of strong law of large numbers under nonadditive probabilitiesA central limit theorem for sets of probability measuresWeak and strong laws of large numbers for sub-linear expectationLarge deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)Ergodicity of invariant capacitiesGeneralizations of some probability inequalities and \(L^{p}\) convergence of random variables for any monotone measureA strong law of large numbers under sublinear expectationsA general strong law of large numbers for non-additive probabilities and its applicationsExchangeable capacities, parameters and incomplete theoriesContrasting Two Laws of Large Numbers from Possibility Theory and Imprecise ProbabilityEquivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectationsComplete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear ExpectationsCapacities and Choquet averages of ultrafiltersLaws of large numbers of negatively correlated random variables for capacitiesLarge deviation principle for linear processes generated by real stationary sequences under the sub-linear expectationCentrality as a gradual notion: a new bridge between fuzzy sets and statisticsStrong laws of large numbers for negatively dependent random variables under sublinear expectationsOn a strong law of large numbers for monotone measuresAmbiguity and the Bayesian ParadigmUnnamed ItemUnnamed ItemLaw of large numbers under Choquet expectationsEllsberg gamesCentral limit theorems for bounded random variables under belief measuresOn Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergenceWeak laws of large numbers for sublinear expectationProbability inequalities for decomposition integralsA Law of Large Numbers for Exchangeable Random Variables on Nonadditive MeasuresErgodic Theorems for lower probabilitiesKolmogorov consistency theorem for nonstochastic random processesGeneral laws of large numbers under sublinear expectationsRecursive smooth ambiguity preferencesLaw of large numbers for non-additive measuresStrong laws of large numbers for general random variables in sublinear expectation spacesThe central limit theorem for capacitiesA new proof for the generalized law of large numbers under Choquet expectationWeak and strong laws of large numbers for coherent lower previsionsLaw of the logarithm for weighted sums of negatively dependent random variables under sublinear expectationComplete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectationsLimit theorems with rate of convergence under sublinear expectationsExtension of the strong law of large numbers for capacitiesLAWS OF LARGE NUMBERS FOR CONTINUOUS BELIEF MEASURES ON COMPACT SPACESEquimeasurable Rearrangements with CapacitiesA strong law of large numbers for weighted sums of i.i.d. random variables under capacitiesCounterexamples to a central limit theorem and a weak law of large numbers for capacitiesNotes on Peng's independence in sublinear expectation theoryErgodic theorems for dynamic imprecise probability kinematicsStrong law of large numbers for upper set-valued and fuzzy-set valued probability



Cites Work


This page was built for publication: A strong law of large numbers for capacities