Two laws of large numbers for sublinear expectations
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Publication:6267516
arXiv1511.05631MaRDI QIDQ6267516FDOQ6267516
Authors: Wenhao Li, Chuanfeng Sun 
Publication date: 17 November 2015
Abstract: In this paper, we consider the sublinear expectation on bounded random vari- ables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak law of large numbers is obtained. With the no- tion of independence for random variable sequences and regular property for sublinear expectations, we get a strong one.
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