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

DOI10.1016/J.SPL.2016.08.015MaRDI QIDQ334052zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

strong law of large numberscapacitysublinear expectation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1066320 (Why is no real title available?)
• A generalization of the Petrov strong law of large numbers
• A strong law of large numbers for capacities
• A strong law of large numbers for non-additive probabilities
• Ambiguity, Risk, and Asset Returns in Continuous Time
• Bayes' theorem for Choquet capacities
• Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
• Laws of large numbers of negatively correlated random variables for capacities
• Limit laws for non-additive probabilities and their frequentist interpretation
• 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
• Theory of capacities

Cited in

(38)

• Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
• Limit theorems for delayed sums under sublinear expectation
• A complete convergence theorem for weighted sums under the sub-linear expectations
• Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
• Weak laws of large numbers for sublinear expectation
• Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
• Complete convergence for END random variables under sublinear expectations
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
• Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
• Central limit theorems for sub-linear expectation under the Lindeberg condition
• Strong convergence for weighted sums of END random variables under the sub-linear expectations
• Complete moment convergence for ND random variables under the sub-linear expectations
• scientific article; zbMATH DE number 7071823 (Why is no real title available?)
• Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
• The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations
• Strong law of large numbers under moment restrictions in sublinear expectation spaces
• General laws of large numbers under sublinear expectations
• On complete convergence for extended independent 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
• Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
• Another form of Chover's law of the iterated logarithm under sub-linear expectations
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• Weak and strong laws of large numbers for sub-linear expectation
• 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
• 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
• Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
• Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Note on strong law of large number under sub-linear expectation
• Strong laws of large numbers for sub-linear expectation without independence
• Precise asymptotics for complete integral convergence under sublinear expectations
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Stein's method for the law of large numbers under sublinear expectations
• Strong limit theorems for weighted sums under the sub-linear expectations
• A strong law of large numbers under sublinear expectations

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