The laws of large numbers for Pareto-type random variables under sub-linear expectation

DOI10.1007/S11464-022-1026-XMaRDI QIDQ2689736zbMATH OpenOpenAlexFDO

Authors Binxia Chen, Qunying Wu

Publication date 14 March 2023

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-022-1026-x

zbMATH Keywords

independent and identical distributionlaws of large numbersPareto type distributionsub-linear expectation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Review text

A very exciting basic definitions of probability calculation theory are expanded: the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. From a new aspect, one of the most beautiful theorems of probability calculation, the weak law of large numbers and strong law of large numbers of the weighted sum of some independent random variable sequences are obtained.

Recommendations

• General laws of large numbers under sublinear expectations
• Weak laws of large numbers for sublinear expectation
• Strong laws of large numbers for sub-linear expectation without independence
• Strong laws of large numbers for sub-linear expectations
• Strong laws of large numbers for general random variables in sublinear expectation spaces

Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
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Cited in

(5)

• Chaos expansion and asymptotic behavior of the Pareto distribution
• Laws of large numbers for g-probabilities
• On the laws of large numbers in possibilistic theory
• The laws of large numbers for Pareto-type random variables with infinite means
• The laws of large numbers for Pareto-type random variables under sub-linear expectation

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