Heyde's theorem under the sub-linear expectations

DOI10.1016/j.spl.2020.108987zbMath1457.60050OpenAlexW3101609760MaRDI QIDQ2657973

Yanyan Li

Publication date: 18 March 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108987

zbMATH Keywords

complete convergencelaw of large numberssub-linear expectationprecise asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (3)

Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ Unnamed Item ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations

Cites Work

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• A hypothesis-testing perspective on the \(G\)-normal distribution theory
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• On Shige Peng's central limit theorem
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• A supplement to the strong law of large numbers
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Remark on my Paper "On a Theorem of Hsu and Robbins"

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