On a strong law of large numbers for monotone measures

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.

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Year of publication:	2013
Authors:	Agahi, Hamzeh ; Mohammadpour, Adel ; Mesiar, Radko ; Ouyang, Yao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1213-1218
Publisher:	Elsevier
Subject:	Probability theory \| The Borel–Cantelli lemma \| Strong law of large numbers \| Choquet expectation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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