Generalizations of some probability inequalities and L^p convergence of random variables for any monotone measure

DOI10.1214/14-BJPS251zbMATH Open1328.60051OpenAlexW1734168960MaRDI QIDQ890281FDOQ890281

Authors: Hamzeh Agahi, Radko Mesiar, Adel Mohammadpour 

Publication date: 10 November 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1442513451

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zbMATH Keywords

probability inequalitiescapacitiesChoquet-like expectation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Contents, measures, outer measures, capacities (28A12)

Cites Work

• Probability Inequalities for Sums of Bounded Random Variables
• Non-additive measure and integral
• Title not available (Why is that?)
• Two families of fuzzy integrals
• Concentration inequalities using the entropy method
• The Choquet integral as Lebesgue integral and related inequalities
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• A strong law of large numbers for capacities
• Title not available (Why is that?)
• Choquet-like integrals
• Theory of capacities
• Title not available (Why is that?)
• Bayes' theorem for Choquet capacities
• Minimax tests and the Neyman-Pearson lemma for capacities
• On the Chebyshev type inequality for seminormed fuzzy integral
• On non-additive probabilistic inequalities of Hölder-type
• On a characterization of \(L^ p\)-norm and a converse of Minkowski's inequality
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• A generalization of Hölder's inequality and some probability inequalities
• Title not available (Why is that?)
• Noncommutative and nonassociative pseudo-analysis and its applications on nonlinear partial differential equations

Cited In (3)

• Generalizations of the Chebyshev-type inequality for Choquet-like expectation
• On a strong law of large numbers for monotone measures
• Generalized convergence theorems for monotone measures

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