标题:A new proof for the generalized law of large numbers under Choquet expectation
作者:Chen, Jing; Chen, Zengjing
作者机构:[Chen, Jing] Shandong Normal Univ, Sch Econ, Jinan, Peoples R China.; [Chen, Zengjing] Shandong Univ, Sch Math, Jinan, Peoples R China.
通讯作者:Chen, J(chenjing07@hotmail.com)
通讯作者地址:Chen, J (corresponding author), Shandong Normal Univ, Sch Econ, Jinan, Peoples R China.
来源:JOURNAL OF INEQUALITIES AND APPLICATIONS
出版年:2020
卷:2020
期:1
DOI:10.1186/s13660-020-02426-5
关键词:Law of large numbers; Choquet expectation; Convolutional independence;; The strengthened first moment condition; New proof
摘要: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-Feller methodology for linear probability theory to Choquet expectation framework and extends the law of large numbers under Choquet expectation from the strong independent and identically distributed (iid) assumptions to the convolutional independence combined with the strengthened first moment condition.
收录类别:SCOPUS;SCIE;SSCI
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85086277057&doi=10.1186%2fs13660-020-02426-5&partnerID=40&md5=138470d3333b87cb1aa50ced1a997bea
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