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arXiv · 1508.01329

Ergodic Theorems for Lower Probabilities

Simone Cerreia-Vioglio·Fabio Maccheroni·Massimo Marinacci
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Abstract

We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As a by-product, we provide a version for lower probabilities of the Strong Law of Large Numbers.

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Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci. 2015-08-06. Ergodic Theorems for Lower Probabilities. https://arxiv.org/abs/1508.01329

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