General laws of large numbers under sublinear expectations

DOI10.1080/03610926.2014.917677zbMath1346.60031arXiv1104.5296OpenAlexW1672270428MaRDI QIDQ2816870

Feng Hu, Zeng-Jing Chen

Publication date: 26 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.5296

zbMATH Keywords

capacitylaws of large numberssublinear expectationmaximal distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (9)

A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation ⋮ Strong laws of large numbers for negatively dependent random variables under sublinear expectations ⋮ Unnamed Item ⋮ Weak and strong limit theorems for stochastic processes under nonadditive probability ⋮ Central limit theorems for bounded random variables under belief measures ⋮ Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach ⋮ Some inequalities and limit theorems under sublinear expectations ⋮ Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ Sobolev-type stochastic differential equations driven by G-Brownian motion

Cites Work

• A general central limit theorem under sublinear expectations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Limit laws for non-additive probabilities and their frequentist interpretation
• A strong law of large numbers for capacities
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• On the regularity theory of fully nonlinear parabolic equations: II

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