Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730): Difference between revisions

Latest revision as of 16:16, 29 July 2024

scientific article

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English	Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations	scientific article

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instance of

scholarly article

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title

Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (English)

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author

Yanyan Li

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published in

Acta Mathematica Scientia. Series B. (English Edition)

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publication date

20 July 2022

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full work available at URL

https://arxiv.org/abs/1608.00710

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zbMATH Keywords

sub-linear expectation

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capacity

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extended negative dependence

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Kolmogorov's exponential inequality

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laws of the iterated logarithm

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law of large numbers

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MaRDI profile type

MaRDI publication profile

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cites work

The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables

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Strong laws of large numbers for sub-linear expectations

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A strong law of large numbers for non-additive probabilities

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Some concepts of negative dependence

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A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

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Expected utility with purely subjective non-additive probabilities

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Negative association of random variables, with applications

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Some Concepts of Dependence

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Precise large deviations for dependent random variables with heavy tails

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A strong law of large numbers for capacities

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Limit laws for non-additive probabilities and their frequentist interpretation

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A note on the almost sure convergence of sums of negatively dependent random variables

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Q3948379

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An invariance principle for certain dependent sequences

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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Q5436616

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Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation

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Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

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Nonlinear Expectations and Stochastic Calculus under Uncertainty

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A comparison theorem on moment inequalities between negatively associated and independent random variables

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The law of iterated logarithm for negatively associated random variables

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Moment inequalities and weak convergence for negatively associated sequences

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Laws of large numbers without additivity

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Strassen's law of the iterated logarithm for negatively associated random vectors.

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The weak convergence for functions of negatively associated random variables

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Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm

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Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

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Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm

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Identifiers

DOI

10.1007/s10473-022-0203-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2156730

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+The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
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@@ Property / cites work @@
+Strong laws of large numbers for sub-linear expectations
+Normal rank
@@ Property / cites work @@
+A strong law of large numbers for non-additive probabilities
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
+Normal rank
@@ Property / cites work @@
+Expected utility with purely subjective non-additive probabilities
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+A strong law of large numbers for capacities
@@ Property / cites work: A strong law of large numbers for capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Limit laws for non-additive probabilities and their frequentist interpretation
+Normal rank
@@ Property / cites work @@
+A note on the almost sure convergence of sums of negatively dependent random variables
+Normal rank
@@ Property / cites work @@
+Q3948379
@@ Property / cites work: Q3948379 / rank @@
+Normal rank
@@ Property / cites work @@
+An invariance principle for certain dependent sequences
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
+Normal rank
@@ Property / cites work @@
+Nonlinear Expectations and Stochastic Calculus under Uncertainty
+Normal rank
@@ Property / cites work @@
+A comparison theorem on moment inequalities between negatively associated and independent random variables
+Normal rank
@@ Property / cites work @@
+The law of iterated logarithm for negatively associated random variables
+Normal rank
@@ Property / cites work @@
+Moment inequalities and weak convergence for negatively associated sequences
+Normal rank
@@ Property / cites work @@
+Laws of large numbers without additivity
@@ Property / cites work: Laws of large numbers without additivity / rank @@
+Normal rank
@@ Property / cites work @@
+Strassen's law of the iterated logarithm for negatively associated random vectors.
+Normal rank
@@ Property / cites work @@
+The weak convergence for functions of negatively associated random variables
+Normal rank
@@ Property / cites work @@
+Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
+Normal rank
@@ Property / cites work @@
+Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
+Normal rank
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+Publication:2156730