Marcinkiewicz's strong law of large numbers for nonlinear expectations
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Publication:1640966
DOI10.1016/j.spl.2018.01.022zbMath1406.60049arXiv1703.00604OpenAlexW2789845680MaRDI QIDQ1640966
Publication date: 14 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.00604
Related Items (11)
Several different types of convergence for ND random variables under sublinear expectations ⋮ NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION ⋮ Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations ⋮ The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations ⋮ Unnamed Item ⋮ The convergence of the sums of independent random variables under the sub-linear expectations ⋮ Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. 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 ⋮ Theorems of complete convergence and complete integral convergence for END 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
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- A strong law of large numbers for non-additive probabilities
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