Strong laws of large numbers for negatively dependent random variables under sublinear expectations

DOI10.1080/03610926.2017.1300274MaRDI QIDQ4606478zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

negative dependencesublinear expectationSLLNnon additive probability

Mathematics Subject Classification ID

Strong limit theorems (60F15) Contents, measures, outer measures, capacities (28A12)

Recommendations

• The properties and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations
• Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
• 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
• Strong laws of large numbers for sub-linear expectation without independence

Cites work

• scientific article; zbMATH DE number 5971068 (Why is no real title available?)
• A general strong law of large numbers for non-additive probabilities and its applications
• A strong law of large numbers for capacities
• A strong law of large numbers for non-additive probabilities
• Choquet expectation and Peng's \(g\)-expectation
• General laws of large numbers under sublinear expectations
• IID: Independently and indistinguishably distributed.
• Limit laws for non-additive probabilities and their frequentist interpretation
• Minimax pricing and Choquet pricing
• Risk, ambiguity and the Savage axioms
• Towards a frequentist theory of upper and lower probability
• Weak and strong laws of large numbers for coherent lower previsions

Cited in

(11)

• 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
• Complete convergence and complete moment convergence for randomly weighted sums of widely negative 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

This page was built for publication: Strong laws of large numbers for negatively dependent random variables under sublinear expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4606478)