A strong law of large numbers for capacities

Fabio Maccheroni () and Massimo Marinacci

ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research

Abstract: We consider a totally monotone capacity on a Polish space and a sequence of bounded p.i.i.d. random variables. We show that, on a full set, any cluster point of empirical averages lies between the lower and the upper Choquet integrals of the random variables, provided either the random variables or the capacity are continuous.

Keywords: Capacities; Choquet integral; Strong law of large numbers (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2004-06
View list of references View citations in EconPapers

Downloads: (external link)
http://www.icer.it/docs/wp2004/Maccheroni-Marinacci28-04.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:icr:wpmath:28-2004

Access Statistics for this paper

More papers in ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research
Address: Viale Settimio Severo, 63 - 10133 Torino - Italy
Contact information at EDIRC.
Series data maintained by Alessandra Calosso ().