On an exponential inequality and a strong law of large numbers for monotone measures
Kybernetika, Tome 50 (2014) no. 5, pp. 804-813 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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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