Law of large numbers for non-additive measures
Probability
2009-06-02 v2 Statistics Theory
Statistics Theory
Abstract
Our aim is to give for some classes non-additive measures some limit theorems. For balanced games we obtain a weak and strong law of large numbers for bounded random variables, a sharper conclusion is obtain with exact games. We provide an extension to upper enveloppe measures.
Keywords
Cite
@article{arxiv.0801.0984,
title = {Law of large numbers for non-additive measures},
author = {Yann Rebille},
journal= {arXiv preprint arXiv:0801.0984},
year = {2009}
}
Comments
This paper has been withdrawn by the author, due a publication. 12 pages