On an exponential inequality and a strong law of large numbers for monotone measures
نویسندگان
چکیده
An exponential inequality for Choquet expectation is discussed. We also obtain a strong law of large numbers based on Choquet expectation. The main results of this paper improve some previous results obtained by many researchers.
منابع مشابه
A Note on the Strong Law of Large Numbers
Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem ...
متن کاملMARCINKIEWICZ-TYPE STRONG LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS OF NEGATIVELY DEPENDENT RANDOM VARIABLES
In the following work we present a proof for the strong law of large numbers for pairwise negatively dependent random variables which relaxes the usual assumption of pairwise independence. Let be a double sequence of pairwise negatively dependent random variables. If for all non-negative real numbers t and , for 1 < p < 2, then we prove that (1). In addition, it also converges to 0 in ....
متن کاملSOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES
In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...
متن کاملAn Exponential Inequality for Negatively Associated Random Variables
An exponential inequality is established for identically distributed negatively associated random variables which have the finite Laplace transforms. The inequality improves the results of Kim and Kim 2007 , Nooghabi and Azarnoosh 2009 , and Xing et al. 2009 . We also obtain the convergence rate O 1 n1/2 logn −1/2 for the strong law of large numbers, which improves the corresponding ones of Kim...
متن کاملConvergence Rates for the Strong Law of Large Numbers under Association
We prove convergence rates for the Strong Laws of Large Numbers (SLLN) for associated variables which are arbitrarily close to the optimal rates for independent variables. A first approach is based on exponential inequalities, a usual tool for this kind of problems. Following the optimization efforts of several authors, we improve the rates derived from exponential inequalities to log 2 n n1/2 ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Kybernetika
دوره 50 شماره
صفحات -
تاریخ انتشار 2014