Concentration inequalities for upper probabilities
DOI10.1186/S13660-020-02417-6zbMATH Open1503.60024OpenAlexW3033715396MaRDI QIDQ2069461FDOQ2069461
Authors: Yuzhen Tan 
Publication date: 20 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-020-02417-6
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Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Contents, measures, outer measures, capacities (28A12)
Cites Work
- Title not available (Why is that?)
- \(G\)-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
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- A strong law of large numbers for non-additive probabilities
- Inequalities for independent random variables on upper expectation spaces
- Minimax tests and the Neyman-Pearson lemma for capacities
- 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
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Independence under the \(G\)-expectation framework
- On Cramér's theorem for capacities
- Large deviation for negatively dependent random variables under sublinear expectation
- Concentration inequalities for sums and martingales
- Strong laws of large numbers for sub-linear expectation without independence
- Large deviation principle for diffusion processes under a sublinear expectation
- Strong laws of large numbers for general random variables in sublinear expectation spaces
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Extension of the strong law of large numbers for capacities
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
- Title not available (Why is that?)
- 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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