Abstract
In this paper, we investigate the strong laws of large numbers on upper probability space which contains the case of Bernoulli experiments under ambiguity. Our results are natural extensions of the classical Kolmogorov’s strong law of large numbers to the case where probability measures become to imprecise. Finally, an important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.
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Chen, Z., Wu, P. (2011). Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_2
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DOI: https://doi.org/10.1007/978-3-642-22833-9_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-22832-2
Online ISBN: 978-3-642-22833-9
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