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Laws of large numbers of negatively correlated random variables for capacities

  • Wen-juan Li
  • Zeng-jing Chen
Article

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.

Keywords

law of large numbers 2-alternating capacity negatively correlated random variables upper probability 

2000 MR Subject Classification

28C15 

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Copyright information

© Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.School of MathematicsShandong UniversityJinanChina

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