A strong law of large numbers for sub-linear expectation under a general moment condition
From MaRDI portal
Publication:334052
DOI10.1016/J.SPL.2016.08.015zbMATH Open1350.60028OpenAlexW2514724594MaRDI QIDQ334052FDOQ334052
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.015
Recommendations
- Strong laws of large numbers for sub-linear expectation without independence
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Weak laws of large numbers for sublinear expectation
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Note on strong law of large number under sub-linear expectation
Cites Work
- Title not available (Why is that?)
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Title not available (Why is that?)
- Limit laws for non-additive probabilities and their frequentist interpretation
- A strong law of large numbers for capacities
- A strong law of large numbers for non-additive probabilities
- Theory of capacities
- Bayes' theorem for Choquet capacities
- Minimax tests and the Neyman-Pearson lemma for capacities
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- A generalization of the Petrov strong law of large numbers
- Laws of large numbers of negatively correlated random variables for capacities
- Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
Cited In (32)
- Central limit theorems for sub-linear expectation under the Lindeberg condition
- On complete convergence for extended independent random variables under sub-linear expectations
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
- Title not available (Why is that?)
- Strong limit theorems for weighted sums under the sub-linear expectations
- Title not available (Why is that?)
- Limit theorems for delayed sums under sublinear expectation
- Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
- Precise asymptotics for complete integral convergence under sublinear expectations
- Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
- Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Complete convergence for END random variables under sublinear expectations
- Title not available (Why is that?)
- Stein's method for the law of large numbers under sublinear expectations
- Weak and strong laws of large numbers for sub-linear expectation
- Another form of Chover's law of the iterated logarithm under sub-linear expectations
- On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
- Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations
- 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
- Strong convergence for weighted sums of END random variables under the sub-linear expectations
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- A complete convergence theorem for weighted sums under the sub-linear expectations
- Complete moment convergence for ND random variables under the sub-linear expectations
- Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
This page was built for publication: A strong law of large numbers for sub-linear expectation under a general moment condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q334052)