Law of large numbers under Choquet expectations

DOI10.1155/2014/179506zbMath1470.60095OpenAlexW2009655974WikidataQ59035810 ScholiaQ59035810MaRDI QIDQ1722280

Jing Chen

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/179506

Mathematics Subject Classification ID

Strong limit theorems (60F15) Foundations of probability theory (60A99)

Related Items (1)

A new proof for the generalized law of large numbers under Choquet expectation

Cites Work

• Unnamed Item
• The central limit theorem for capacities
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Limit laws for non-additive probabilities and their frequentist interpretation
• Non-additive measure and integral
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Laws of large numbers of negatively correlated random variables for capacities
• A strong law of large numbers for non-additive probabilities
• Cores of convex games
• Theory of capacities
• Subjective Probability and Expected Utility without Additivity
• Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability
• Classical potential theory and its probabilistic counterpart.

This page was built for publication: Law of large numbers under Choquet expectations