Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm

DOI10.1007/s11425-016-0079-1zbMath1362.60031arXiv1409.0285OpenAlexW3100290651MaRDI QIDQ525907

Zhang, Lixin

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0285

zbMATH Keywords

capacitycentral limit theoremlaw of iterated logarithmnegative dependencesublinear expectationKolmogorov's exponential inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items

Central limit theorems for sub-linear expectation under the Lindeberg condition, Strong convergence for weighted sums of END random variables under the sub-linear expectations, Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations, Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations, A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation, Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations, A note on the cluster set of the law of the iterated logarithm under sub-linear expectations, Complete convergence for weighted sums of negatively dependent 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, Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations, An invariance principle of strong law of large numbers under nonadditive probabilities, Complete convergence theorem for negatively dependent random variables under sub-linear expectations, Heyde's theorem under the sub-linear expectations, Several different types of convergence for ND random variables under sublinear expectations, General results on precise asymptotics under sub-linear expectations, Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation, How small are the increments of \(G\)-Brownian motion, On the asymptotic approximation of inverse moment under sub-linear expectations, On the laws of the iterated logarithm under sub-linear expectations, On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations, Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations, Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations, Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations, Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations, Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations, Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations, Complete moment convergence for ND random variables under the sub-linear expectations, Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations, Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations, Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations, Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations, On the Hartman–Wintner law of the iterated logarithm under sublinear expectation, Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation, Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations, The laws of large numbers for Pareto-type random variables under sub-linear expectation, Unnamed Item, Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations, Unnamed Item, Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations, The convergence of the sums of independent random variables under the sub-linear expectations, A complete convergence theorem for weighted sums under the sub-linear expectations, Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation, Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations, The law of logarithm for arrays of random variables under sub-linear expectations, Complete convergence for widely acceptable random variables under the sublinear expectations, Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations, Complete convergence for END random variables under sublinear expectations, Another form of Chover's law of the iterated logarithm under sub-linear expectations, On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations, Some types of convergence for negatively dependent random variables under sublinear expectations, Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations, Concentration inequalities for upper probabilities, Convergence for sums of i.i.d. random variables under sublinear expectations, Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation, Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations, Unnamed Item, Exponential inequalities under sub-linear expectations with applications to strong law of large numbers, Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations, Complete convergence for arrays of row-wise ND random variables under sub-linear expectations, Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Independence under the \(G\)-expectation framework
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
• Expected utility with purely subjective non-additive probabilities
• An invariance principle for certain dependent sequences
• Limit laws for non-additive probabilities and their frequentist interpretation
• Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
• Moment inequalities and weak convergence for negatively associated sequences
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• The law of iterated logarithm for negatively associated random variables
• Strassen's law of the iterated logarithm for negatively associated random vectors.
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Probability Inequalities for Sums of Independent Random Variables
• The weak convergence for functions of negatively associated random variables