Strong laws of large numbers for general random variables in sublinear expectation spaces

DOI10.1186/s13660-019-2094-7zbMath1499.60085OpenAlexW2947334537WikidataQ127815072 ScholiaQ127815072MaRDI QIDQ2067883

Panyu Wu, Weihuan Huang

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-019-2094-7

zbMATH Keywords

strong law of large numbersmaximal inequalitysublinear expectation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (7)

Strong law of large numbers under moment restrictions in sublinear expectation spaces ⋮ Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations ⋮ Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations ⋮ Unnamed Item ⋮ Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations ⋮ Concentration inequalities for upper probabilities ⋮ Convergence for sums of i.i.d. random variables under sublinear expectations

Cites Work

• 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
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Weak and strong laws of large numbers for coherent lower previsions
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• A strong law of large numbers for capacities
• On a strong law of large numbers for monotone measures
• On a general approach to the strong laws of large numbers
• Extension of the strong law of large numbers for capacities
• Law of large numbers for the possibilistic mean value
• A strong law of large numbers for non-additive probabilities
• A general approach rate to the strong law of large numbers
• General moment and probability inequalities for the maximum partial sum
• A General Approach to the Strong Law of Large Numbers
• Strong laws of large numbers for sub-linear expectation without independence

This page was built for publication: Strong laws of large numbers for general random variables in sublinear expectation spaces