The laws of large numbers for Pareto-type random variables under sub-linear expectation (Q2689736)

From MaRDI portal





scientific article; zbMATH DE number 7662743
Language Label Description Also known as
default for all languages
No label defined
    English
    The laws of large numbers for Pareto-type random variables under sub-linear expectation
    scientific article; zbMATH DE number 7662743

      Statements

      The laws of large numbers for Pareto-type random variables under sub-linear expectation (English)
      0 references
      0 references
      0 references
      14 March 2023
      0 references
      A very exciting basic definitions of probability calculation theory are expanded: the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. From a new aspect, one of the most beautiful theorems of probability calculation, the weak law of large numbers and strong law of large numbers of the weighted sum of some independent random variable sequences are obtained.
      0 references
      sub-linear expectation
      0 references
      Pareto type distribution
      0 references
      laws of large numbers
      0 references
      independent and identical distribution
      0 references

      Identifiers