On the laws of large numbers for pseudo-independent random variables under sublinear expectation
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Publication:2244484
DOI10.1016/j.spl.2021.109042zbMath1482.60045OpenAlexW3122783769MaRDI QIDQ2244484
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
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
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- 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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