Geodesic
On an exponential inequality and a strong law of large numbers for monotone measures
Kybernetika, Tome 50 (2014) no. 5, pp. 804-813

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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.
DOI : 10.14736/kyb-2014-5-0804
Classification : 28A12, 60E15, 60F15
Keywords: Choquet expectation; monotone probability; exponential inequality; a strong law of large numbers 
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Agahi, Hamzeh; Mesiar, Radko. On an exponential inequality and a strong law of large numbers for monotone measures. Kybernetika, Tome 50 (2014) no. 5, pp. 804-813. doi: 10.14736/kyb-2014-5-0804

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