On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations

DOI10.1155/2019/7945431zbMATH Open1453.60077OpenAlexW2936421637WikidataQ128071649 ScholiaQ128071649MaRDI QIDQ2296565FDOQ2296565

Authors: Xiaochen Ma, Qunying Wu 

Publication date: 18 February 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/7945431

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• Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
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• Complete convergence of weighted sums for END random variables sequence under sub-linear expectation
• Complete convergence for END random variables under sublinear expectations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Nonlinear expectations and nonlinear Markov chains
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• A strong law of large numbers for non-additive probabilities
• 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
• A strong law of large numbers for sub-linear expectation under a general moment condition
• On strong law of large numbers and growth rate for a class of random variables
• Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Marcinkiewicz's strong law of large numbers for nonlinear expectations
• Strong laws of large numbers for negatively dependent random variables under sublinear expectations

Cited In (9)

• Limit theorems for delayed sums under sublinear expectation
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
• Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
• On the strong law of large numbers for END sequences
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Complete convergence for weighted sums of \(m\)-widely acceptable random variables under sub-linear expectations
• Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations

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