On a strong law of large numbers for monotone measures

Hamzeh Agahi, Adel Mohammadpour, Radko Mesiar and Yao Ouyang

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1213-1218

Abstract: Recently, Maccheroni et al. [Maccheroni, F., Marinacci, M., 2005. A strong law of large numbers for capacities. Ann. Probab. 33, 1171–1178] have provided an extension of the strong law of large numbers of i.i.d random variables for capacities. In this paper, we formulate new versions of the strong law of large numbers based on a submodular continuous monotone measure without the independence condition.

Keywords: Probability theory; The Borel–Cantelli lemma; Strong law of large numbers; Choquet expectation (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.01.021

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