Paper Info
Title
Capacities, Set-Valued Random Variables and Laws of Large Numbers for Capacities
Abstract
In this paper, we shall survey some connections between the theory of set-valued random variables and Choquet theory. We shall focus on investigating some results of the relationships between the distributions of set-valued random variables and capacities, and also some connections between the Aumann integral and the Choquet integral. Then we shall review some results on laws of large numbers (LLN's) for set-valued random variables and for capacities, and point out some relations between these two kinds of LLN's. Finally we shall give a new strong LLN of exchangeable random variables for capacities.
Year
DOI
Venue
2010
10.1007/978-3-642-11960-6_13
INTEGRATED UNCERTAINTY MANAGEMENT AND APPLICATIONS
Field
DocType
Volume
Exchangeable random variables,Nonlinear expectation,Applied mathematics,Random variable,Fuzzy random variable,Law of large numbers,Choquet theory,Choquet integral,Mathematics
Conference
68
ISSN
Citations 
PageRank 
1867-5662
0
0.34
References 
Authors
6
2
Name
Order
Citations
PageRank
Shoumei Li120549.34
Wenjuan Yang202.70