Presentation Name👦: | Necessary and sucient conditions for the law of large numbers for capacities |
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Presenter🫣: | 陈增敬 教授 |
Date: | 2014-03-14 |
Location🦹🏿♀️: | 光华东主楼1403 |
Abstract🤸🏿♂️: | In this paper, we investigate strong laws of large numbers for capacities under weaken conditions. We obtain two results: One is a sucient and almost necessary condition under which any cluster point of empirical average lies, with probability (capacity) one, between upper and lower Choquet integrations; The other is a sucient and almost necessary condition under which the interval between upper and lower Choquet integrations is the unique smallest interval in which any cluster point of empirical average lies with probability (capacity) one. Furthermore, we study some examples to explain the application about the strong laws of large numbers for capacities.
Keywords: Capacity, Choquet expectation, independent, law of large numbers, sub-linear expectation
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Annual Speech Directory🤜🏻: | No.21 |
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