Weak convergence of probability measures to Choquet capacity functionals
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Probability Measures
This text contains my lecture notes for the graduate course “Weak Convergence” given in September-October 2013 and then in March-May 2015. The course is based on the book Convergence of Probability Measures by Patrick Billingsley, partially covering Chapters 1-3, 5-9, 12-14, 16, as well as appendices. In this text the formula label (∗) operates locally. The visible theorem labels often show the...
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Let S be a topological semihypergroup. As it is known for hypergroups, the lack of an algebraic structure on a semihypergroup pause a serious challenge in extending results from semigroups. We use the notion of concretization or pseudomultiplication, to prove some results on weak convergence of the sequence of averages of convolution powers of probability measures on topological semihypergroups...
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Given a probability measure over a state space, a partial collection (sub-σalgebra) of events whose probabilities are known, induces a capacity over the collection of all possible events. The induced capacity of an event F is the probability of the maximal (with respect to inclusion) event contained in F whose probability is known. The Choquet integral with respect to the induced capacity coinc...
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ژورنال
عنوان ژورنال: TURKISH JOURNAL OF MATHEMATICS
سال: 2018
ISSN: 1300-0098,1303-6149
DOI: 10.3906/mat-1705-106