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

DOI10.1214/14-BJPS251MaRDI QIDQ890281zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

probability inequalitiescapacitiesChoquet-like expectation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1857871 (Why is no real title available?)
• scientific article; zbMATH DE number 226997 (Why is no real title available?)
• scientific article; zbMATH DE number 3346720 (Why is no real title available?)
• scientific article; zbMATH DE number 2221690 (Why is no real title available?)
• A generalization of Hölder's inequality and some probability inequalities
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Choquet-like integrals
• Concentration inequalities using the entropy method
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Non-additive measure and integral
• Noncommutative and nonassociative pseudo-analysis and its applications on nonlinear partial differential equations
• On a characterization of L^ p-norm and a converse of Minkowski's inequality
• On non-additive probabilistic inequalities of Hölder-type
• On the Chebyshev type inequality for seminormed fuzzy integral
• Probability Inequalities for Sums of Bounded Random Variables
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• The Choquet integral as Lebesgue integral and related inequalities
• Theory of capacities
• Two families of fuzzy integrals

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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