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

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

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instance of

scholarly article

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title

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

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published in

Science China. Mathematics

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publication date

16 June 2016

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full work available at URL

https://arxiv.org/abs/1408.5291

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zbMATH Keywords

sub-linear expectation

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capacity

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Kolmogorov's inequality

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Rosenthal's inequality

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negative dependence

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strong laws of large numbers

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author

Zhang, Lixin

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MaRDI profile type

MaRDI publication profile

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cites work

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

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

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Relative entropy and large deviations under sublinear expectations

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Expected utility with purely subjective non-additive probabilities

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Minimax tests and the Neyman-Pearson lemma 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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An invariance principle for certain dependent sequences

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Q4357507

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

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Moment inequalities and weak convergence for negatively associated sequences

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

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A functional central limit theorem for asymptotically negatively dependent random fields

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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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A weak convergence for negatively associated fields

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Identifiers

zbMATH Open document ID

1338.60095

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Mathematics Subject Classification ID

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10.1007/S11425-015-5105-2

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Sitelinks

Mathematics(1 entry)

mardi Publication:294511

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