Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation (Q2330077)
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| Language | Label | Description | Also known as |
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| English | Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation |
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Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation (English)
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18 October 2019
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Let \(\{X_i,i\geq 1 \}\) be a sequence of independent and identically distributed random variables, and let \(1\leq p < 2\).\, Then, the Marcinkiewcz-Zygmund-type strong law of large numbers states that \(\frac{\sum_{i=1}^{n}X_i}{n^{\frac{1}{p}}}\rightarrow 0\) a.s. as \(n\rightarrow \infty\), if and only if \(E[X_1]=0, E[|X_1|^p]<\infty.\) There are numerous generalizations of this result as given in the authors' list itself. In this paper, the authors generalize the above type of strong law of large numbers and the law of the logarithm for arrays of independent random variables under sublinear expectation.
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sublinear expectation
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array of random variables
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rowwise independent
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law of large numbers
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law of the logarithm
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