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Journal Article

On a strong law of large numbers for monotone measures

Agahi H., Mohammadpour A., Mesiar Radko, Ouyang Y.

: Statistics & Probability Letters vol.83, 4 (2013), p. 1213-1218

: GAP402/11/0378, GA ČR

: capacity, Choquet integral, strong law of large numbers

: 10.1016/j.spl.2013.01.021

: http://library.utia.cas.cz/separaty/2013/E/mesiar-on a strong law of large numbers for monotone measures.pdf

(eng): 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.

: BA