Law of large numbers for non-additive measures

DOI10.1016/J.JMAA.2008.11.060zbMath1160.60311arXiv0801.0984OpenAlexW2964091989MaRDI QIDQ1018696

Yann Rébillé

Publication date: 20 May 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.0984

zbMATH Keywords

law of large numbersexact gamesmulti-prior model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (7)

Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables ⋮ Laws of large numbers without additivity ⋮ On a strong law of large numbers for monotone measures ⋮ A Law of Large Numbers for Exchangeable Random Variables on Nonadditive Measures ⋮ Extension of the strong law of large numbers for capacities ⋮ Equimeasurable Rearrangements with Capacities ⋮ Counterexamples to a central limit theorem and a weak law of large numbers for capacities

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• Monotone continuous multiple priors
• Theory of capacities
• Integral Representation Without Additivity

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