Strong laws of large numbers for negatively dependent random variables under sublinear expectations
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Publication:4606478
DOI10.1080/03610926.2017.1300274zbMATH Open1387.60054OpenAlexW2593558724MaRDI QIDQ4606478FDOQ4606478
Authors: Xiaoyang Chen, Fang Liu 
Publication date: 7 March 2018
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1300274
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- IID: Independently and indistinguishably distributed.
- Weak and strong laws of large numbers for coherent lower previsions
- Minimax pricing and Choquet pricing
- General laws of large numbers under sublinear expectations
- A general strong law of large numbers for non-additive probabilities and its applications
Cited In (10)
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- The properties and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations
- Large deviation for negatively dependent random variables under sublinear expectation
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- Strong laws of large numbers for general random variables in sublinear expectation spaces
- On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
- An invariance principle of strong law of large numbers under nonadditive probabilities
- Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
- Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
- Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations
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