A new proof for the generalized law of large numbers under Choquet expectation

A new proof for the generalized law of large numbers under Choquet expectation

Abstract In this article, we employ the elementary inequalities arising from the sub-linearity of Choquet expectation to give a new proof for the generalized law of large numbers under Choquet expectations induced by 2-alternating capacities with mild assumptions. This generalizes the Linderberg–Fel...

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Bibliographic Details
Main Authors: Jing Chen, Zengjing Chen
Format: Article
Language:English
Published: SpringerOpen 2020-06-01
Series:Journal of Inequalities and Applications
Subjects:
Law of large numbers
Choquet expectation
Convolutional independence
The strengthened first moment condition
New proof
Online Access:http://link.springer.com/article/10.1186/s13660-020-02426-5

Internet

http://link.springer.com/article/10.1186/s13660-020-02426-5

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