Ergodic Theorems for lower probabilities

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

doi:10.1090/proc/13086

Ergodic Theorems for lower probabilities
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by S. Cerreia–Vioglio, F. Maccheroni and M. Marinacci PDF

Proc. Amer. Math. Soc. 144 (2016), 3381-3396 Request permission

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.

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