A strong law of large numbers for capacities

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

Massimo Marinacci, Fabio Maccheroni

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

zbMATH Keywords

strong theorems; Choquet integrals; outer measures; contents measures

Mathematics Subject Classification ID

28A12: Contents, measures, outer measures, capacities

60F15: Strong limit theorems

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Equimeasurable Rearrangements with Capacities, LAWS OF LARGE NUMBERS FOR CONTINUOUS BELIEF MEASURES ON COMPACT SPACES, A law of large numbers under the nonlinear expectation, Strong laws of large numbers for sub-linear expectations, A multivalued strong law of large numbers, Centrality as a gradual notion: a new bridge between fuzzy sets and statistics, Ellsberg games, On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence, Foundations of neo-Bayesian statistics, Generalizations of some probability inequalities and \(L^{p}\) convergence of random variables for any monotone measure, Exchangeable capacities, parameters and incomplete theories, Recursive smooth ambiguity preferences, Law of large numbers for non-additive measures, The central limit theorem for capacities, Weak and strong laws of large numbers for coherent lower previsions, Laws of large numbers of negatively correlated random variables for capacities, On a strong law of large numbers for monotone measures, Counterexamples to a central limit theorem and a weak law of large numbers for capacities, Strong law of large numbers for upper set-valued and fuzzy-set valued probability, A Law of Large Numbers for Exchangeable Random Variables on Nonadditive Measures, Ergodic Theorems for lower probabilities, General laws of large numbers under sublinear expectations, Laws of large numbers without additivity

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