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

DOI10.1007/S11464-022-1026-XOpenAlexW4365790136MaRDI QIDQ2689736FDOQ2689736

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

laws of large numberssub-linear expectationPareto type distributionindependent and identical distribution

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Recommendations

• General laws of large numbers under sublinear expectations
• Weak laws of large numbers for sublinear expectation
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• Strong laws of large numbers for sub-linear expectations
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Cites work

• 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
• An exact weak law of large numbers
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Law of large numbers and central limit theorem under nonlinear expectations
• Laws of large numbers for two tailed Pareto random variables
• Limit laws for non-additive probabilities and their frequentist interpretation
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
• Strong laws of large numbers for sub-linear expectations
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• The laws of large numbers for Pareto-type random variables with infinite means
• Weak and strong laws of large numbers for sub-linear expectation
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type

Cited in

(5)

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

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