Our aim is to present some limit theorems for capacities. We consider a sequence of pairwise negatively correlated random variables. We obtain laws of large numbers for upper probabilities and 2-alternating capacities...Our aim is to present some limit theorems for capacities. We consider a sequence of pairwise negatively correlated random variables. We obtain laws of large numbers for upper probabilities and 2-alternating capacities, using some results in the classical probability theory and a non-additive version of Chebyshev＇s inequality and Boral-Contelli lemma for capacities.展开更多
Most work on capacities has focused on the 2-alternating and sub 2-alternating.In this paper we consider the capacities-g-probabilities derived from peng＇s g-expectations.When g satisfies some conditions,we show that...Most work on capacities has focused on the 2-alternating and sub 2-alternating.In this paper we consider the capacities-g-probabilities derived from peng＇s g-expectations.When g satisfies some conditions,we show that the g-probabilities fail to be 2-alternating but are sub 2-alternating.展开更多
基金Supported by the National Basic Research Program of China (973 Program, No. 2007CB814901)
文摘Our aim is to present some limit theorems for capacities. We consider a sequence of pairwise negatively correlated random variables. We obtain laws of large numbers for upper probabilities and 2-alternating capacities, using some results in the classical probability theory and a non-additive version of Chebyshev＇s inequality and Boral-Contelli lemma for capacities.
基金Supported by the National Natural Science Foundation of China (No.10771119)the National Basic Research Program of China (973 Program,No.2007CB814901)+1 种基金the Central University of Finance and Economics211 project No.3.WCU program of the Korea Science and Engineering Foundation (R31-20007)
文摘Most work on capacities has focused on the 2-alternating and sub 2-alternating.In this paper we consider the capacities-g-probabilities derived from peng＇s g-expectations.When g satisfies some conditions,we show that the g-probabilities fail to be 2-alternating but are sub 2-alternating.
