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.References
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Additional Information
- S. Cerreia–Vioglio
- Affiliation: Università Bocconi, via Sarfatti 25, 20136, Milano, Italy
- MR Author ID: 941013
- F. Maccheroni
- Affiliation: Università Bocconi, via Sarfatti 25, 20136, Milano, Italy
- Email: fabio.maccheroni@unibocconi.it
- M. Marinacci
- Affiliation: Università Bocconi, via Sarfatti 25, 20136, Milano, Italy
- MR Author ID: 613278
- Received by editor(s): December 18, 2014
- Received by editor(s) in revised form: August 7, 2015
- Published electronically: April 19, 2016
- Communicated by: Nimish Shah
- © Copyright 2016 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 144 (2016), 3381-3396
- MSC (2010): Primary 28A12, 28D05, 37A05, 37A30, 37A50; Secondary 60G10, 60F15
- DOI: https://doi.org/10.1090/proc/13086
- MathSciNet review: 3503706