The law of logarithm for arrays of random variables under sub-linear expectations
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Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A strong law of large numbers for non-additive probabilities
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- Laws of the logarithm for arrays of rowwise negatively associated random variables under nonlinear probabilities
- Limit laws for non-additive probabilities and their frequentist interpretation
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- On strong convergence of arrays
- On the rate of convergence in the strong law of large numbers for arrays
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for arrays of row-wise independent random variables
- Strong laws of large numbers for sub-linear expectations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Cited in
(14)- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
- Laws of the logarithm for arrays of rowwise negatively associated random variables under nonlinear probabilities
- Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
- Sample path large deviations for independent random variables under sub-linear expectations
- Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- Equivalent conditions of complete convergence for weighted sums of sequences of i.i.d. random variables under sublinear expectations
- Precise asymptotics for maxima of partial sums under sub-linear expectation
- Some strong convergence properties for randomly weighted maximum partial sums of END random variables with statistical applications
- Complete q-order moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations
- Complete moment convergence for weighted sums of negatively dependent random variables under sub-linear expectations
- The law of the logarithm for delayed sums under sublinear expectation
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