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Abstract

In this paper, we will prove another Borel-Cantelli lemma for capacities induced by sublinear expectations.

Key words�� Borel-Cantelli lemma capacity sublinear expectation

PACS:

O211.63

Fund:

The project was supported by the National Natural Science Foundation of China (Grant No. 11601280).

About author:: SONG Li, WU PanYu

Cite this article:

SONG Li,WU PanYu. Another Borel-Cantelli Lemma for Capacities[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2017, 33(4): 331-339.

URL:

[1]	Zhang Defei, Duan Xingde. A Note on the Borel-Cantelli Lemma for Capacity[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2014, 30(5): 469-475.