Počet záznamů: 1
Generalizations of some probability inequalities and L-p convergence of random variables for any monotone measure
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SYSNO ASEP 0506950 Druh ASEP J - Článek v odborném periodiku Zařazení RIV Záznam nebyl označen do RIV Poddruh J Článek ve WOS Název Generalizations of some probability inequalities and L-p convergence of random variables for any monotone measure Tvůrce(i) Agahi, H. (IR)
Mohammadpour, A. (IR)
Mesiar, Radko (UTIA-B) RID, ORCIDCelkový počet autorů 3 Zdroj.dok. Brazilian Journal of Probability and Statistics - ISSN 0103-0752
Roč. 29, č. 4 (2015), s. 878-896Poč.str. 19 s. Forma vydání Tištěná - P Jazyk dok. eng - angličtina Země vyd. BR - Brazílie Klíč. slova Capacities ; probability inequalities ; Choquet-like expectation Vědní obor RIV BA - Obecná matematika Obor OECD Statistics and probability Institucionální podpora UTIA-B - RVO:67985556 UT WOS 000362310900009 EID SCOPUS 84941882338 DOI 10.1214/14-BJPS251 Anotace This paper has three specific aims. First, some probability inequal-ities, including Hölder’s inequality, Lyapunov’s inequality, Minkowski’s in-equality, concentration inequalities and Fatou’s lemma for Choquet-like ex-pectation based on a monotone measure are shown, extending previous workof many researchers. Second, we generalize some theorems about the con-vergence of sequences of random variables on monotone measure spaces forChoquet-like expectation. Third, we extend the concept of uniform integra-bility for Choquet-like expectation. These results are useful for the solutionof various problems in machine learning and made it possible to derive newefficient algorithms in any monotone system. Corresponding results are validfor capacities, the usefulness of which has been demonstrated by the rapidlyexpanding literature on generalized probability theory. Pracoviště Ústav teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2020
Počet záznamů: 1