On the laws of large numbers for pseudo-independent random variables under sublinear expectation

DOI10.1016/j.spl.2021.109042zbMath1482.60045OpenAlexW3122783769MaRDI QIDQ2244484

Xinpeng Li, Xiaofan Guo

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109042

zbMATH Keywords

capacitylaw of large numberssublinear expectationspseudo-independence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (12)

Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables ⋮ A note on the cluster set of the law of the iterated logarithm under sub-linear expectations ⋮ Convergence rate of Peng's law of large numbers under sublinear expectations ⋮ On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations ⋮ A strong law of large numbers under sublinear expectations ⋮ Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ On the Hartman–Wintner law of the iterated logarithm under sublinear expectation ⋮ A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation ⋮ Unnamed Item ⋮ Notes on Peng's independence in sublinear expectation theory ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations

Cites Work

• Unnamed Item
• 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
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• A strong law of large numbers for non-additive probabilities
• Weak and strong laws of large numbers for sub-linear expectation
• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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