On a strong law of large numbers for monotone measures

DOI10.1016/j.spl.2013.01.021zbMath1269.60032OpenAlexW2084633808MaRDI QIDQ1950773

Hamzeh Agahi, Radko Mesiar, Yao Ouyang, Adel Mochammadpour

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.021

zbMATH Keywords

strong law of large numbersBorel-Cantelli lemmaprobability theoryChoquet expectation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (5)

Strong laws of large numbers for sublinear expectation under controlled 1st moment condition ⋮ Conditional Choquet Expectation ⋮ Strong laws of large numbers for general random variables in sublinear expectation spaces ⋮ Extension of the strong law of large numbers for capacities ⋮ Counterexamples to a central limit theorem and a weak law of large numbers for capacities

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• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Theory of capacities
• On the strong law of large numbers

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