上概率下的Chebyshev大数定律
发布时间：2019-01-16 04:14
【摘要】：讨论了非可加概率ω(·)和非可加期望E[·]的某些性质,并由上期望下随机变量的独立性概念,给出了上概率下的Chebyshev大数定律,它是经典概率论中Chebyshev大数定律在非可加概率下的推广.
[Abstract]:In this paper, some properties of non-additive probability 蠅 () and non-additive expectation E [] are discussed, and the Chebyshev's law of large numbers under upper probability is given by the concept of independence of random variables under upper expectation. It is a generalization of Chebyshev's law of large numbers in classical probability theory under non-additive probability.
【作者单位】： 济宁学院数学系;山东大学数学学院;
【基金】：国家自然科学基金(71401061) 山东省高等学校科技计划项目(J07WH03)
【分类号】：O211.4
[Abstract]:In this paper, some properties of non-additive probability 蠅 () and non-additive expectation E [] are discussed, and the Chebyshev's law of large numbers under upper probability is given by the concept of independence of random variables under upper expectation. It is a generalization of Chebyshev's law of large numbers in classical probability theory under non-additive probability.
【作者单位】： 济宁学院数学系;山东大学数学学院;
【基金】：国家自然科学基金(71401061) 山东省高等学校科技计划项目(J07WH03)
【分类号】：O211.4
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