Complete convergence for widely acceptable random variables under the sublinear expectations

DOI10.1016/J.JMAA.2019.123662MaRDI QIDQ2287262zbMATH OpenOpenAlexWikidataFDO

Authors Anna Kuczmaszewska

Publication date 20 January 2020

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jmaa.2019.123662

zbMATH Keywords

Baum-Katz theoremcomplete convergenceregularly varying functionsub-linear expectationswidely acceptable random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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Cites work

• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• General theorems on exponential and Rosenthal's inequalities and on complete convergence
• scientific article; zbMATH DE number 3883319 (Why is no real title available?)
• Limit laws for non-additive probabilities and their frequentist interpretation
• On the exponential inequality for acceptable random variables
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

Cited in

(26)

• Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
• Convergence for sums of i.i.d. random variables under sublinear expectations
• Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
• Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
• On complete convergence for extended independent random variables under sub-linear expectations
• Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
• Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations
• Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
• Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
• Complete moment convergence for ND random variables under the sub-linear expectations
• On a Spitzer-type law of large numbers for partial sums of independent and identically distributed random variables under sub-linear expectations
• Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations
• Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations
• Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations
• Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
• Sample path large deviations for independent random variables under sub-linear expectations
• Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
• Complete convergence for weighted sums of m-widely acceptable random variables under sub-linear expectations
• Equivalent conditions of complete convergence for weighted sums of sequences of i.i.d. random variables under sublinear expectations
• Strong convergence for weighted sums of general normalizing dependent random variables under sublinear expectations
• Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums under the sub-linear expectations
• Complete q-order moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations
• Limiting behaviors for weighted sums of residually h-integrable random variables under sublinear expectations
• Complete moment convergence for weighted sums of negatively dependent random variables under sub-linear expectations
• The von Bahr-Esseen type inequality under sublinear expectations and applications
• Complete convergence theorems for the maximum of weighted sums under sub-linear expectations

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