A strong law of large numbers for capacities

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dc.creatorMaccheroni, Fabio
dc.creatorMarinacci, Massimo
dc.date2005-06-29
dc.date.accessioned2026-07-07T05:21:14Z
dc.date.available2026-07-07T05:21:14Z
dc.descriptionWe consider a totally monotone capacity on a Polish space and a sequence of bounded p.i.i.d. random variables. We show that, on a full set, any cluster point of empirical averages lies between the lower and the upper Choquet integrals of the random variables, provided either the random variables or the capacity are continuous.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117904000001062 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0506597
dc.identifierhttp://arxiv.org/abs/math/0506597
dc.identifierAnnals of Probability 2005, Vol. 33, No. 3, 1171-1178
dc.identifierdoi:10.1214/009117904000001062
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75619
dc.subjectProbability
dc.subject28A12, 60F15. (Primary)
dc.titleA strong law of large numbers for capacities
dc.typetext

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