A strong law of large numbers for sub-linear expectation under a general moment condition

DOI10.1016/j.spl.2016.08.015zbMath1350.60028OpenAlexW2514724594MaRDI QIDQ334052

Cheng Hu

Publication date: 31 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.015

zbMATH Keywords

strong law of large numberscapacitysublinear expectation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (25)

Central limit theorems for sub-linear expectation under the Lindeberg condition ⋮ 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 convergence for weighted sums of negatively dependent random variables under the 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 ⋮ Weak and strong laws of large numbers for sub-linear expectation ⋮ Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation ⋮ NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION ⋮ Strong law of large numbers and Chover's law of the iterated logarithm under 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 ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations ⋮ The laws of large numbers for Pareto-type random variables under sub-linear expectation ⋮ Unnamed Item ⋮ A complete convergence theorem for weighted sums under the sub-linear expectations ⋮ Complete convergence for END 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 ⋮ On complete convergence for extended independent random variables under sub-linear expectations ⋮ Unnamed Item ⋮ 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

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• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• A generalization of the Petrov strong law of large numbers
• Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
• Limit laws for non-additive probabilities and their frequentist interpretation
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Laws of large numbers of negatively correlated random variables for capacities
• A strong law of large numbers for non-additive probabilities
• Minimax tests and the Neyman-Pearson lemma for capacities
• Theory of capacities
• Ambiguity, Risk, and Asset Returns in Continuous Time

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