On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
Summary: In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.
- Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
- Strong laws of large numbers for negatively dependent random variables under sublinear expectations
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Complete convergence of weighted sums for END random variables sequence under sub-linear expectation
- Complete convergence for END random variables under sublinear expectations
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A strong law of large numbers for non-additive probabilities
- A strong law of large numbers for sub-linear expectation under a general moment condition
- 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
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- Nonlinear expectations and nonlinear Markov chains
- On strong law of large numbers and growth rate for a class of random variables
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for negatively dependent random variables under sublinear expectations
- Strong laws of large numbers for sub-linear expectations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- On the strong law of large numbers for END sequences
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
- Limit theorems for delayed sums under sublinear expectation
- 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
- Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations
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