The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations

DOI10.1007/s10114-023-1103-4arXiv2104.08471OpenAlexW3152802855MaRDI QIDQ6145654

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Publication date: 9 January 2024

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.08471

zbMATH Keywords

strong convergencestrong law of large numberscapacitysub-linear expectation

Mathematics Subject Classification ID

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

Cites Work

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• 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
• Marcinkiewicz's strong law of large numbers for nonlinear expectations
• The convergence of the sums of independent random variables under the sub-linear expectations
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
• Limit theorems with rate of convergence under sublinear expectations
• On the laws of the iterated logarithm under sub-linear expectations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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