Law of large numbers under Choquet expectations
type: Item
instance of: scholarly article
title: Law of large numbers under Choquet expectations
zbMATH Open document ID: 1470.60095
DOI: 10.1155/2014/179506
author: Jing Chen
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating capacities. Moreover, we weaken the moment assumptions to the first absolute moment and characterize the approximate distributions of random variables as well. Naturally, our theorem can be viewed as an extension of the classical LLN to the case where the probability is no longer additive.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60A99
zbMATH DE Number: 7021880
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/179506
OpenAlex ID: W2009655974
Wikidata QID: Q59035810
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description: scientific article; zbMATH DE number 7021880