Concentration inequalities for upper probabilities
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Publication:2069461
DOI10.1186/s13660-020-02417-6zbMath1503.60024OpenAlexW3033715396MaRDI QIDQ2069461
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
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Contents, measures, outer measures, capacities (28A12) Strong limit theorems (60F15)
Cites Work
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- Independence under the \(G\)-expectation framework
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- Minimax tests and the Neyman-Pearson lemma for capacities
- Large deviation for negatively dependent random variables under sublinear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Concentration Inequalities for Sums and Martingales
- Strong laws of large numbers for sub-linear expectation without independence
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