A strong law of large numbers for non-additive probabilities

DOI10.1016/J.IJAR.2012.06.002MaRDI QIDQ2375366zbMATH OpenOpenAlexFDO

Authors Panyu Wu, Zengjing Chen, Baoming Li

Publication date 13 June 2013

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2012.06.002

zbMATH Keywords

independencestrong law of large numbersnon-additive probabilityupper expectationBernoulli experiment

Mathematics Subject Classification ID

Strong limit theorems (60F15) Fuzzy probability (60A86)

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Cited in

(90)

• Central limit theorems for sub-linear expectation under the Lindeberg condition
• The convergence of the sums of independent random variables under the sub-linear expectations
• Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
• Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under 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
• A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion
• On complete convergence for extended independent random variables under sub-linear expectations
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion
• On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations
• On the laws of large numbers for pseudo-independent random variables under sublinear expectation
• Some extensions of the classical law of large numbers
• 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 weighted sums of arrays of random variables under sublinear expectation
• Weak laws of large numbers for sublinear expectation
• Practical stability analysis of stochastic functional differential systems with G-Brownian motion and impulsive effects
• A strong law of large numbers for weighted sums of i.i.d. random variables under capacities
• Limit theorems for delayed sums under sublinear expectation
• Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
• Ergodic theorems for capacity preserving \(\mathbb{Z}_+^d\)-actions
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
• Complete moment convergence for weighted sums of negatively dependent random variables under sub-linear expectations
• Strong laws of large numbers for negatively dependent random variables under sublinear expectations
• Two laws of large numbers for sublinear expectations
• Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
• 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
• Choquet functional and its applications in information theory
• Strong laws of large numbers for sub-linear expectations
• Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
• Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
• 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
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion
• Marcinkiewicz's strong law of large numbers for nonlinear expectations
• A Sequence of Coin Toss Variables for Which the Strong Law Fails
• Large deviation for negatively dependent random variables under sublinear expectation
• Laws of large numbers without additivity
• 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
• Note on strong law of large number under sub-linear expectation
• Large deviations for the LS estimator in nonlinear regression model under sub-linear expectations
• Quasi-sure exponential stabilization of stochastic systems induced by G-Brownian motion with discrete time feedback control
• Invariance principles for the law of the iterated logarithm under \(G\)-framework
• Law of large numbers for non-additive measures
• 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
• On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
• Weak and strong laws of large numbers for sub-linear expectation
• 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
• Weak and strong laws of large numbers for coherent lower previsions
• Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
• Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
• A general strong law of large numbers for non-additive probabilities and its applications
• Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
• Strong law of large numbers under moment restrictions in sublinear expectation spaces
• Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
• On convergences of uncertain random sequences under U-S chance spaces
• 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
• An invariance principle of strong law of large numbers under nonadditive probabilities
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework
• Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework
• Ergodicity of invariant capacities
• Central limit theorem with rate of convergence under sublinear expectations
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• A strong law of large numbers for independent random variables under non-additive probabilities
• Extension of the strong law of large numbers for capacities
• Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
• Self-normalized large deviations under sublinear expectation
• Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
• Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
• Concentration inequalities for upper probabilities
• A stronger law of large numbers for uncertain random variables
• Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
• On a Spitzer-type law of large numbers for partial sums of independent and identically distributed random variables under sub-linear expectations
• Uncertain random variables and laws of large numbers under U-C chance space
• Law of large numbers for weak Fubini-independent random variables under capacities without sub-additivity
• On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion
• 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
• Central limit theorems for bounded random variables under belief measures
• Strong convergence theorems under sub-linear expectations and its applications in nonparametric regression models

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