Concentration inequalities for upper probabilities
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Publication:2069461
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Cites work
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- A strong law of large numbers for non-additive probabilities
- Concentration inequalities for sums and martingales
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Extension of the strong law of large numbers for capacities
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Independence under the \(G\)-expectation framework
- Inequalities for independent random variables on upper expectation spaces
- Large deviation for negatively dependent random variables under sublinear expectation
- Large deviation principle for diffusion processes under a sublinear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Minimax tests and the Neyman-Pearson lemma for capacities
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- On Cramér's theorem for capacities
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for general random variables in sublinear expectation spaces
- Strong laws of large numbers for sub-linear expectation without independence
- Strong laws of large numbers for sub-linear expectations
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(8)- On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
- On Bernstein type inequalities for stochastic integrals of multivariate point processes
- Bernstein-type bounds for beta distribution
- scientific article; zbMATH DE number 4192752 (Why is no real title available?)
- Generalizations of some probability inequalities and \(L^{p}\) convergence of random variables for any monotone measure
- Inequalities for independent random variables on upper expectation spaces
- Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
- Concentration inequality of maximum likelihood estimator
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