Article ID Journal Published Year Pages File Type
4631467 Applied Mathematics and Computation 2011 5 Pages PDF
Abstract

Fatou’s lemma plays an important role in classical probability and measure theory. Non-additive measure is a generalization of additive probability measure. Sugeno’s integral is a useful tool in several theoretical and applied statistics which have been built on non-additive measure. In this paper, a Fatou-type lemma for Sugeno integral is shown. The studied inequality is based on the classical Fatou lemma for Lebesgue integral. To illustrate the proposed inequalities some examples are given.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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