Complete convergence for widely acceptable random variables under the sublinear expectations
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Publication:2287262
DOI10.1016/J.JMAA.2019.123662zbMATH Open1471.60041OpenAlexW2985819589WikidataQ126789178 ScholiaQ126789178MaRDI QIDQ2287262FDOQ2287262
Authors: Anna Kuczmaszewska 
Publication date: 20 January 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.123662
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complete convergenceregularly varying functionsub-linear expectationsBaum-Katz theoremwidely acceptable random variables
Cites Work
- On the exponential inequality for acceptable random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Limit laws for non-additive probabilities and their frequentist interpretation
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Title not available (Why is that?)
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- General theorems on exponential and Rosenthal's inequalities and on complete convergence
Cited In (18)
- Capacity inequalities and strong laws for \(m\)-widely acceptable 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
- On complete convergence for extended independent random variables under sub-linear expectations
- Convergence for sums of i.i.d. random variables under sublinear expectations
- Sample path large deviations for independent random variables under 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
- Complete \(q\)th moment convergence of moving average processes 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 convergence for weighted sums of widely acceptable random variables under sublinear expectations
- Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations
- Complete convergence for weighted sums of \(m\)-widely acceptable random variables under sub-linear expectations
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear 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
- On a Spitzer-type law of large numbers for partial sums of independent and identically distributed random variables under sub-linear expectations
- Complete moment convergence for ND random variables under the sub-linear expectations
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
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