Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations

DOI10.1007/S10473-022-0203-ZOpenAlexW4210534282WikidataQ113904578 ScholiaQ113904578MaRDI QIDQ2156730

Yanyan Li

Publication date: 20 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.00710

zbMATH Keywords

capacitylaw of large numberssub-linear expectationextended negative dependencelaws of the iterated logarithmKolmogorov's exponential inequality

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Strong limit theorems (60F15) Axioms; other general questions in probability (60A05)

Related Items (9)

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 ⋮ Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations ⋮ 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 ⋮ Extension of the strong law of large numbers for capacities ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations

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