A strong law of large numbers for non-additive probabilities

Cited In (77)

Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
Central limit theorems for sub-linear expectation under the Lindeberg condition
Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations
The convergence of the sums of independent random variables under the sub-linear expectations
Strong law of large numbers for upper set-valued and fuzzy-set valued probability
Law of large numbers under Choquet expectations
Weak and strong limit theorems for stochastic processes under nonadditive probability
On complete convergence for extended independent random variables under sub-linear expectations
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
On the laws of large numbers for pseudo-independent random variables under sublinear expectation
A law of large numbers under the nonlinear expectation
Three series theorem for independent random variables under sub-linear expectations with applications
Weak laws of large numbers for sublinear expectation
Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
A strong law of large numbers for weighted sums of i.i.d. random variables under capacities
Ergodic theorems for capacity preserving \(\mathbb{Z}_+^d\)-actions
Strong laws of large numbers for negatively dependent random variables under sublinear expectations
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
Choquet functional and its applications in information theory
Strong laws of large numbers for sub-linear expectations
Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework
Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion
The law of logarithm for arrays of random variables under sub-linear expectations
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Laws of large numbers without additivity
Marcinkiewicz's strong law of large numbers for nonlinear expectations
Large deviation for negatively dependent random variables under sublinear expectation
Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control
Title not available (Why is that?)
Invariance principles for the law of the iterated logarithm under \(G\)-framework
Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
Strong laws of large numbers for general random variables in sublinear expectation spaces
Weak and strong laws of large numbers for sub-linear expectation
On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
A strong law of large numbers for sub-linear expectation under a general moment condition
Moderate deviations principle for independent random variables under sublinear expectations
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
Strong law of large numbers under moment restrictions in sublinear expectation spaces
A general strong law of large numbers for non-additive probabilities and its applications
Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
An invariance principle of strong law of large numbers under nonadditive probabilities
Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework
Ergodicity of invariant capacities
A strong law of large numbers for independent random variables under non-additive probabilities
The laws of large numbers for Pareto-type random variables under sub-linear expectation
Extension of the strong law of large numbers for capacities
Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
Self-normalized large deviations under sublinear expectation
Concentration inequalities for upper probabilities
A stronger law of large numbers for uncertain random variables
Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion
Central limit theorems for bounded random variables under belief measures
Some extensions of the classical law of large numbers
Title not available (Why is that?)
Practical stability analysis of stochastic functional differential systems with G-Brownian motion and impulsive effects
Limit theorems for delayed sums under sublinear expectation
On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
Further results on laws of large numbers for the array of random variables under sub-linear expectation
Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
Complete moment convergence and \(L_q\) convergence for AANA random variables under sub-linear expectations
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Title not available (Why is that?)
Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
Central limit theorem with rate of convergence under sublinear expectations
NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION
Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations
Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations

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