A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation

DOI10.1080/03610926.2018.1508708MaRDI QIDQ5077878zbMATH OpenOpenAlexWikidataFDO

Authors Miaomiao Gao, Feng Hu, Jingbo Sun, Zhaojun Zong

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1508708

zbMATH Keywords

negatively dependentnon additive probabilitynon identical distributionstrong law of large numbers (SLLN)sublinear expectation

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Statistics (62-XX)

Recommendations

• Strong laws of large numbers for negatively dependent random variables under sublinear expectations
• The properties and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations
• Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
• Large deviation for negatively dependent random variables under sublinear expectation
• Strong law of large numbers for asymptotically negative dependent random variables with applications
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
• A strong law of large numbers for sub-linear expectation under a general moment condition
• On the laws of large numbers for pseudo-independent random variables under sublinear expectation
• The strong law of large numbers for extended negatively dependent random variables
• A strong law of large numbers under sublinear expectations

Cites work

• \(L^{p}\) solutions of infinite time interval BSDEs and the corresponding \(g\)-expectations and \(g\)-martingales
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• A general strong law of large numbers for non-additive probabilities and its applications
• A strong law of large numbers for capacities
• Choquet expectation and Peng's \(g\)-expectation
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• General laws of large numbers under sublinear expectations
• scientific article; zbMATH DE number 1563401 (Why is no real title available?)
• IID: Independently and indistinguishably distributed.
• Limit laws for non-additive probabilities and their frequentist interpretation
• Minimax pricing and Choquet pricing
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Some inequalities and limit theorems under sublinear expectations

Cited in

(3)

• Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
• Several different types of convergence for ND random variables under sublinear expectations
• Further results on laws of large numbers for the array of random variables under sub-linear expectation

This page was built for publication: A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077878)