A strong law of large numbers for weighted sums of i.i.d. random variables under capacities (Q2336408)
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English | A strong law of large numbers for weighted sums of i.i.d. random variables under capacities |
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A strong law of large numbers for weighted sums of i.i.d. random variables under capacities (English)
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19 November 2019
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Summary: With the notion of independent identically distributed (i.i.d.) random variables under sublinear expectations initiated by Peng, a strong law of large numbers for weighted sums of i.i.d. random variables under capacities induced by sublinear expectations is obtained.
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