Laws of large numbers of negatively correlated random variables for capacities

DOI10.1007/S10255-011-0102-XzbMath1260.28012OpenAlexW2065031196MaRDI QIDQ1942166

Wen-Juan Li, Zeng-Jing Chen

Publication date: 18 March 2013

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0102-x

zbMATH Keywords

law of large numbersupper probability2-alternating capacitynegatively correlated random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Contents, measures, outer measures, capacities (28A12) Games involving topology, set theory, or logic (91A44) Strong limit theorems (60F15) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Related Items (6)

Strong laws of large numbers for sublinear expectation under controlled 1st moment condition ⋮ A strong law of large numbers for sub-linear expectation under a general moment condition ⋮ Weak and strong laws of large numbers for sub-linear expectation ⋮ On a strong law of large numbers for monotone measures ⋮ Law of large numbers under Choquet expectations ⋮ A new proof for the generalized law of large numbers under Choquet expectation

Cites Work

• Unnamed Item
• Limit laws for non-additive probabilities and their frequentist interpretation
• Subcalculus for set functions and cores of TU games.
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Cores of convex games
• Minimax tests and the Neyman-Pearson lemma for capacities
• Theory of capacities
• Risk, Ambiguity, and the Savage Axioms
• Integral Representation Without Additivity

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