Weak and strong laws of large numbers for sub-linear expectation
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Cites work
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- A strong law of large numbers for capacities
- A strong law of large numbers for non-additive probabilities
- A strong law of large numbers for sub-linear expectation under a general moment condition
- 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
- Strong laws of large numbers for sub-linear expectations
- Theory of capacities
Cited in
(12)- scientific article; zbMATH DE number 7071823 (Why is no real title available?)
- On the laws of large numbers for pseudo-independent random variables under sublinear expectation
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
- Limit theorems for delayed sums under sublinear expectation
- Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
- Marcinkiewicz-Zygmund laws of large numbers under sublinear expectation
- Strong law of large numbers under moment restrictions in sublinear expectation spaces
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- The laws of large numbers for Pareto-type random variables under sub-linear expectation
- Weak law of large numbers for linear processes
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
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