Law of large numbers for non-additive measures

Details Law of large numbers for non-additive measures Law of large numbers for non-additive measures

2008-01-07

arxiv.org/abs/0801.0984v2

Mathematics

Probability

This paper has been withdrawn by the author, due a publication. 12 pages

Scientific paper

Our aim is to give for some classes non-additive measures some limit
theorems. For balanced games we obtain a weak and strong law of large numbers
for bounded random variables, a sharper conclusion is obtain with exact games.
We provide an extension to upper enveloppe measures.

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