Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
From MaRDI portal
Publication:1688834
DOI10.1016/J.JMAA.2017.11.053zbMath1380.60039OpenAlexW2772520628MaRDI QIDQ1688834
Publication date: 11 January 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.11.053
strong laws of large numberssub-linear expectationChover's law of the iterated logarithmextended independence random variables
Related Items (34)
Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables ⋮ Strong convergence for weighted sums of END random variables under the sub-linear expectations ⋮ Strong law of large numbers under moment restrictions in sublinear expectation spaces ⋮ Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations ⋮ Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations ⋮ Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ Several different types of convergence for ND random variables under sublinear expectations ⋮ General results on precise asymptotics under sub-linear expectations ⋮ NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION ⋮ Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations ⋮ Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations ⋮ Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations ⋮ Complete moment convergence for ND random variables under the sub-linear expectations ⋮ Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations ⋮ Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations ⋮ Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations ⋮ The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables ⋮ Complete moment convergence and \(L_q\) convergence for AANA random variables under sub-linear expectations ⋮ The laws of large numbers for Pareto-type random variables under sub-linear expectation ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ A complete convergence theorem for weighted sums 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 ⋮ Complete convergence for END random variables under sublinear expectations ⋮ Another form of Chover's law of the iterated logarithm under sub-linear expectations ⋮ Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations ⋮ On complete convergence for extended independent random variables under sub-linear expectations ⋮ Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations ⋮ Unnamed Item ⋮ Exponential inequalities under sub-linear expectations with applications to strong law of large numbers ⋮ Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations ⋮ Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- A strong law of large numbers for sub-linear expectation under a general moment condition
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Chover's law of the iterated logarithm for negatively associated sequences
- Chover's law of the iterated logarithm and weak convergence
- Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Expected utility with purely subjective non-additive probabilities
- Limit laws for non-additive probabilities and their frequentist interpretation
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- A Law of the Iterated Logarithm for Stable Summands
- Regularly varying functions
This page was built for publication: Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
