Two laws of large numbers for sublinear expectations

DOI10.1007/978-981-96-2379-2_13MaRDI QIDQ7234713zbMATH OpenFDO

Authors Wenhao Li, Chuanfeng Sun

Publication date 28 April 2026

Full work available at URL https://doi.org/10.1007/978-981-96-2379-2_13

zbMATH Keywords

independencelaw of large numbersMazur-Orlicz theoremsublinear expectation

Mathematics Subject Classification ID

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

Cites work

• A strong law of large numbers for capacities
• A strong law of large numbers for non-additive probabilities
• Convergences of random variables under sublinear expectations
• Convex bodies generated by sublinear expectations of random vectors
• From Hahn--Banach to monotonicity
• Functional central limit theorem and strong law of large numbers for stochastic gradient Langevin dynamics
• IID: Independently and indistinguishably distributed.
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• The convergence of the sums of independent random variables under the sub-linear expectations
• Weak and strong laws of large numbers for coherent lower previsions

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