arXiv subjects

Yann Rebille

Publications and source records attributed to Yann Rebille.

2 recordsLinked to original sources

arXiv2009

Laws of Large Numbers for Continuous Belief Measures on Compact Spaces

We prove for outer continuous belief measures defined on compact spaces strong and weak laws of large numbers as Kolmogorov's one for measures. These results contribute to M. Marinacci's (Journal of Economic Theory 84 (1999) 145-195) though with different methods.

math.PR↗

arXiv2009

Law of large numbers for non-additive measures

Our aim is to give for some classes non-additive measures some limit theorems. For balanced games we obtain a weak and strong law of large numbers for bounded random variables, a sharper conclusion is obtain with exact games. We provide an extension to upper enveloppe measures.

math.PR↗