Ergodic Theorems for lower probabilities-Reference-Cited by-同舟云学术

Ergodic Theorems for lower probabilities

Published:2016-04-19 Issue:8 Volume:144 Page:3381-3396
ISSN:0002-9939
Container-title:Proceedings of the American Mathematical Society
language:en
Short-container-title:Proc. Amer. Math. Soc.

Author:

Cerreia–Vioglio S.,Maccheroni F.,Marinacci M.

Abstract

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

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/proc/2016-144-08/S0002-9939-2016-13086-4/S0002-9939-2016-13086-4.pdf

Reference19 articles.

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2. Signed integral representations of comonotonic additive functionals;Cerreia-Vioglio, Simone;J. Math. Anal. Appl.,2012

3. Choquet integration on Riesz spaces and dual comonotonicity;Cerreia-Vioglio, Simone;Trans. Amer. Math. Soc.,2015

4. Ambiguity and robust statistics;Cerreia-Vioglio, Simone;J. Econom. Theory,2013

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