Laws of large numbers of negatively correlated random variables for capacities |
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Authors: | Wen-juan Li Zeng-jing Chen |
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Institution: | Wen-juan LI 1,Zeng-jing CHEN 2 School of Mathematics,Shandong University,Jinan 250100,China |
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Abstract: | 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. |
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Keywords: | law of large numbers 2-alternating capacity negatively correlated random variables upper probability |
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