A strong law of large numbers for sub-linear expectation under a general moment condition

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Publication:334052

DOI10.1016/j.spl.2016.08.015zbMath1350.60028OpenAlexW2514724594MaRDI QIDQ334052

Cheng Hu

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




Related Items (25)

Central limit theorems for sub-linear expectation under the Lindeberg conditionStrong convergence for weighted sums of END random variables under the sub-linear expectationsStrong law of large numbers under moment restrictions in sublinear expectation spacesComplete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectationsComplete convergence for weighted sums of negatively dependent random variables under the sub-linear expectationsComplete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectationsStrong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectationsWeak and strong laws of large numbers for sub-linear expectationComplete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectationNOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATIONStrong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectationsComplete moment convergence for ND random variables under the sub-linear expectationsStrong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectationsLimit theorems for delayed sums under sublinear expectationComplete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectationsThe laws of large numbers for Pareto-type random variables under sub-linear expectationUnnamed ItemA complete convergence theorem for weighted sums under the sub-linear expectationsComplete convergence for END random variables under sublinear expectationsAnother form of Chover's law of the iterated logarithm under sub-linear expectationsOn some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectationsOn complete convergence for extended independent random variables under sub-linear expectationsUnnamed ItemComplete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectationsComplete convergence for arrays of row-wise ND random variables under sub-linear expectations



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