Strong laws of large numbers for general random variables in sublinear expectation spaces
DOI10.1186/S13660-019-2094-7zbMATH Open1499.60085OpenAlexW2947334537WikidataQ127815072 ScholiaQ127815072MaRDI QIDQ2067883FDOQ2067883
Authors: Weihuan Huang, Panyu Wu
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-019-2094-7
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Cites Work
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- A strong law of large numbers for capacities
- A strong law of large numbers for non-additive probabilities
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for sub-linear expectations
- Weak and strong laws of large numbers for coherent lower previsions
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- On a general approach to the strong laws of large numbers
- On a strong law of large numbers for monotone measures
- A general approach rate to the strong law of large numbers
- General moment and probability inequalities for the maximum partial sum
- Strong laws of large numbers for sub-linear expectation without independence
- Title not available (Why is that?)
- A general method to obtain the rate of convergence in the strong law of large numbers
- A note on the growth rate in the Fazekas-Klesov general law of large numbers and on the weak law of large numbers for tail series
- Extension of the strong law of large numbers for capacities
- Law of large numbers for the possibilistic mean value
Cited In (21)
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
- Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations
- Some inequalities and limit theorems under sublinear expectations
- Convergence for sums of i.i.d. random variables under sublinear expectations
- Strong laws of large numbers for negatively dependent random variables under sublinear expectations
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
- Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation
- The properties and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations
- Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
- Weak and strong laws of large numbers for sub-linear expectation
- Strong law of large numbers under moment restrictions in sublinear expectation spaces
- Locally sub-Gaussian random variables and the strong law of large numbers
- Title not available (Why is that?)
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- Complete convergence for weighted sums of \(m\)-widely acceptable random variables under sub-linear expectations
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Concentration inequalities for upper probabilities
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
- On a Spitzer-type law of large numbers for partial sums of independent and identically distributed random variables under sub-linear expectations
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