On Independence for Capacities to Fit Ellsberg's Model with a Weak Law of Large Numbers

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Huang, Weihuan; Lin, Yiwei;
  • Subject: Mathematics - Probability | 60A05

This paper introduces new notions of Fubini independence and Exponential independence of random variables under capacities to fit Ellsberg's model, and finds out the relations between Fubini independence, Exponential independence, MacCheroni and Marinacci's independence... View more
  • References (7)

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