A General Principle for Limit Theorems in Finitely Additive Probability

DOI10.2307/1999927zbMath0507.60012OpenAlexW4247433567MaRDI QIDQ4745043

Rajeeva L. Karandikar

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/1999927

zbMATH Keywords

invariance principlesstrategyfinitely additive probability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)

Related Items (8)

Convergence in distribution of nonmeasurable random elements. ⋮ A version of Komlós theorem for additive set functions ⋮ A general principle for limit theorems in finitely additive probability: The dependent case ⋮ A convex analysis approach to entropy functions, variational principles and equilibrium states ⋮ The Representation of Conglomerative Functionals ⋮ Concentration inequalities and laws of large numbers under epistemic and regular irrelevance ⋮ An abstract law of large numbers ⋮ Unnamed Item

Cites Work

• Central limit theorems in a finitely additive setting
• A finitely additive version of Kolmogorov's law of the iterated logarithm
• Some finitely additive probability
• On Lebesgue-like extensions of finitely additive measures
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• On almost sure convergence in a finitely additive setting
• An invariance principle for the law of the iterated logarithm
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