Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
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Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A note on the complete convergence for sequences of pairwise NQD random variables
- A note on the complete convergence for weighted sums of negatively dependent random variables
- A strong law of large numbers for sub-linear expectation under a general moment condition
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Almost-sure results for a class of dependent random variables
- Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Complete convergence for negatively dependent sequences of random variables
- Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
- Complete convergence for weighted sums of extended negatively dependent random variables
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- Limit laws for non-additive probabilities and their frequentist interpretation
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- On complete convergence for arrays of rowwise dependent random variables
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for sub-linear expectations
- The strong law of large numbers for extended negatively dependent random variables
Cited in
(15)- Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Strong convergence for weighted sums of END random variables under the sub-linear expectations
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
- Complete convergence theorem for negatively dependent random variables under sub-linear expectations
- A complete convergence theorem for weighted sums under the sub-linear expectations
- scientific article; zbMATH DE number 7113291 (Why is no real title available?)
- scientific article; zbMATH DE number 7071716 (Why is no real title available?)
- Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations
- Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations
- Strong limit theorems for weighted sums under the sub-linear expectations
- Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
- Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
- Limiting behaviors for weighted sums of residually h-integrable random variables under sublinear expectations
- Complete convergence theorems for the maximum of weighted sums under sub-linear expectations
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