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arXiv · 0801.0984

Law of large numbers for non-additive measures

Yann Rebille
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Abstract

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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Yann Rebille. 2009-06-01. Law of large numbers for non-additive measures. https://arxiv.org/abs/0801.0984

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