On an exponential inequality and a strong law of large numbers for monotone measures

Hamzeh Agahi; Radko Mesiar

Kybernetika (2014)

  • Volume: 50, Issue: 5, page 804-813
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Agahi, Hamzeh, and Mesiar, Radko. "On an exponential inequality and a strong law of large numbers for monotone measures." Kybernetika 50.5 (2014): 804-813. <http://eudml.org/doc/262174>.

@article{Agahi2014,
abstract = {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.},
author = {Agahi, Hamzeh, Mesiar, Radko},
journal = {Kybernetika},
keywords = {Choquet expectation; monotone probability; exponential inequality; a strong law of large numbers; Choquet expectation; monotone probability; exponential inequality; a strong law of large numbers},
language = {eng},
number = {5},
pages = {804-813},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On an exponential inequality and a strong law of large numbers for monotone measures},
url = {http://eudml.org/doc/262174},
volume = {50},
year = {2014},
}

TY - JOUR
AU - Agahi, Hamzeh
AU - Mesiar, Radko
TI - On an exponential inequality and a strong law of large numbers for monotone measures
JO - Kybernetika
PY - 2014
PB - Institute of Information Theory and Automation AS CR
VL - 50
IS - 5
SP - 804
EP - 813
AB - 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.
LA - eng
KW - Choquet expectation; monotone probability; exponential inequality; a strong law of large numbers; Choquet expectation; monotone probability; exponential inequality; a strong law of large numbers
UR - http://eudml.org/doc/262174
ER -

References

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  12. Varošanec, S., 10.1016/j.jmaa.2006.02.086, J. Math. Anal. Appl. 326 (2007), 303-311. Zbl1111.26015MR2277784DOI10.1016/j.jmaa.2006.02.086
  13. Wang, X., Hu, S., Shen., A., Yang, W., 10.1016/j.aml.2010.09.007, Appl. Math. Lett. 24 (2011), 219-223. MR2735145DOI10.1016/j.aml.2010.09.007
  14. Wang, Z., Klir, G. J., Generalized Measure Theory., Springer, New York 2009. Zbl1184.28002MR2453907
  15. Xing, G., Yang, S., 10.1080/03610920902750053, Commun. Statistics-Theory and Methods 39 (2010), 340-349. Zbl1187.60022MR2654882DOI10.1080/03610920902750053
  16. Xing, G. D., Yang, S. C., Liu, A. L., Wang, X. P., 10.1016/j.jkss.2008.06.005, J. Korean Statist. Soc. 38 (2009), 53-57. Zbl1293.60042MR2492379DOI10.1016/j.jkss.2008.06.005

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