Ergodic Theorems for Lower Probabilities
Functional Analysis
2015-08-07 v1 Probability
Abstract
We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As a by-product, we provide a version for lower probabilities of the Strong Law of Large Numbers.
Cite
@article{arxiv.1508.01329,
title = {Ergodic Theorems for Lower Probabilities},
author = {Simone Cerreia-Vioglio and Fabio Maccheroni and Massimo Marinacci},
journal= {arXiv preprint arXiv:1508.01329},
year = {2015}
}