The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations (Q6145654)
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scientific article; zbMATH DE number 7785725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations |
scientific article; zbMATH DE number 7785725 |
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The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations (English)
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9 January 2024
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Under some continuity conditions, each sublinear expectation has a robust representation as the supremum of a family of probability measures. The purpose of this paper is to obtain sufficient and necessary conditions for the strong law of large numbers of independent random variables under the sub-linear expectation without the assumption of the continuity of the capacities.
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sub-linear expectation
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capacity
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strong convergence
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strong law of large numbers
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