Laws of large numbers of negatively correlated random variables for capacities

DOI10.1007/s10255-011-0102-xzbMath1260.28012MaRDI QIDQ1942166

Wen-Juan Li, Zeng-Jing 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 numbers; upper probability; 2-alternating capacity; negatively correlated random variables

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

28A12: Contents, measures, outer measures, capacities

91A44: Games involving topology, set theory, or logic

60F15: Strong limit theorems

28C15: Set functions and measures on topological spaces (regularity of measures, etc.)

Related Items

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, Strong laws of large numbers for sublinear expectation under controlled 1st moment condition, Law of large numbers under Choquet expectations, On a strong law of large numbers for monotone measures, A new proof for the generalized law of large numbers under Choquet expectation

Cites Work

• Unnamed Item
• Limit laws for non-additive probabilities and their frequentist interpretation
• Subcalculus for set functions and cores of TU games.
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Cores of convex games
• Minimax tests and the Neyman-Pearson lemma for capacities
• Theory of capacities
• Risk, Ambiguity, and the Savage Axioms
• Integral Representation Without Additivity