Laws of large numbers of negatively correlated random variables for capacities

DOI10.1007/S10255-011-0102-XMaRDI QIDQ1942166zbMATH OpenOpenAlexFDO

Authors Wenjuan Li, Zengjing Chen

Publication date 18 March 2013

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-011-0102-x

zbMATH Keywords

law of large numbersupper probability2-alternating capacitynegatively correlated random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Games involving topology, set theory, or logic (91A44) Contents, measures, outer measures, capacities (28A12) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Recommendations

• Large deviations and law of large numbers for capacity
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• scientific article; zbMATH DE number 2050868

Cites work

• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Cores of convex games
• Integral Representation Without Additivity
• Limit laws for non-additive probabilities and their frequentist interpretation
• Minimax tests and the Neyman-Pearson lemma for capacities
• Risk, ambiguity and the Savage axioms
• Subcalculus for set functions and cores of TU games.
• Theory of capacities

Cited in

(7)

• Law of large numbers under Choquet expectations
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• Large deviations and law of large numbers for capacity
• On a strong law of large numbers for monotone measures
• Weak and strong laws of large numbers for sub-linear expectation
• A strong law of large numbers for sub-linear expectation under a general moment condition
• A new proof for the generalized law of large numbers under Choquet expectation

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