Ergodic Theorems for Lower Probabilities

We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As an application, we provide a version for lower probabilities of the Strong Law of Large Numbers.

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Year of publication:	2013
Authors:	vioglio, Simone Cerreia ; Maccheroni, Fabio ; Marinacci, Massimo
Institutions:	IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 500
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010856750