Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511): Difference between revisions

Latest revision as of 13:37, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

published in

Science China. Mathematics

0 references

publication date

16 June 2016

0 references

full work available at URL

https://arxiv.org/abs/1408.5291

0 references

zbMATH Keywords

sub-linear expectation

0 references

capacity

0 references

Kolmogorov's inequality

0 references

Rosenthal's inequality

0 references

negative dependence

0 references

strong laws of large numbers

0 references

author

Zhang, Lixin

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

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

0 references

Large deviations and moderate deviations for independent random variables under sublinear expectations

0 references

Relative entropy and large deviations under sublinear expectations

0 references

Expected utility with purely subjective non-additive probabilities

0 references

Minimax tests and the Neyman-Pearson lemma for capacities

0 references

Limit laws for non-additive probabilities and their frequentist interpretation

0 references

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

0 references

An invariance principle for certain dependent sequences

0 references

Q4357507

0 references

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

0 references

Q5436616

0 references

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

0 references

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

0 references

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

0 references

Moment inequalities and weak convergence for negatively associated sequences

0 references

Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications

0 references

A functional central limit theorem for asymptotically negatively dependent random fields

0 references

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

0 references

The weak convergence for functions of negatively associated random variables

0 references

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

0 references

A weak convergence for negatively associated fields

0 references

Identifiers

zbMATH Open document ID

1338.60095

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S11425-015-5105-2

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:294511

@@ Property / DOI @@
-.1007/s11425-015-5105-2
@@ Property / DOI: 10.1007/s11425-015-5105-2 / rank @@
-Normal rank
@@ Property / author @@
-Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
-Normal rank
@@ Property / author @@
-Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
-Normal rank
@@ Property / author @@
+Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W332820542
@@ Property / OpenAlex ID: W332820542 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5291
@@ Property / arXiv ID: 1408.5291 / 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 @@
+Large deviations and moderate deviations for independent random variables under sublinear expectations
+Normal rank
@@ Property / cites work @@
+Relative entropy and large deviations under sublinear expectations
+Normal rank
@@ Property / cites work @@
+Expected utility with purely subjective non-additive probabilities
+Normal rank
@@ Property / cites work @@
+Minimax tests and the Neyman-Pearson lemma for capacities
+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 @@
+An invariance principle for certain dependent sequences
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+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 @@
+A comparison theorem on moment inequalities between negatively associated and independent random variables
+Normal rank
@@ Property / cites work @@
+Moment inequalities and weak convergence for negatively associated sequences
+Normal rank
@@ Property / cites work @@
+Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for asymptotically negatively dependent random fields
+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 @@
+A weak convergence for negatively associated fields
+Normal rank
@@ Property / DOI @@
+.1007/S11425-015-5105-2
@@ Property / DOI: 10.1007/S11425-015-5105-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:294511