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Ergodic Theorems for Lower Probabilities

Number: 500
Year: 2013
Author(s): S. Cerreia-Vioglio, F. Maccheroni, and M. Marinacci
We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As an application, we provide a version for lower probabilities of the Strong Law of Large Numbers.