Laws of large numbers without additivity

DOI10.1090/S0002-9947-2014-06053-4zbMath1302.60055MaRDI QIDQ3190805

Pedro Terán

Publication date: 19 September 2014

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

capacitylaw of large numbersChoquet integralnon-additive probability

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Strong limit theorems (60F15) Axioms; other general questions in probability (60A05)

Related Items (10)

Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations ⋮ A strong law of large numbers for independent random variables under non-additive probabilities ⋮ An invariance principle of strong law of large numbers under nonadditive probabilities ⋮ Ergodicity of invariant capacities ⋮ Contrasting Two Laws of Large Numbers from Possibility Theory and Imprecise Probability ⋮ Unnamed Item ⋮ Weak and strong limit theorems for stochastic processes under nonadditive probability ⋮ Weak laws of large numbers for sublinear expectation ⋮ 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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