Strong law of large numbers under moment restrictions in sublinear expectation spaces
From MaRDI portal
Publication:5057343
DOI10.1080/03610926.2021.1903504OpenAlexW3146779833MaRDI QIDQ5057343
Publication date: 16 December 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1903504
Cites Work
- 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
- A note on the almost sure central limit theorem
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Limit laws for non-additive probabilities and their frequentist interpretation
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Strong laws of large numbers for general random variables in sublinear expectation spaces
- Law of large numbers and central limit theorem under nonlinear expectations
- On Shige Peng's central limit theorem
- Extension of the strong law of large numbers for capacities
- A strong law of large numbers for non-additive probabilities
- Strong law of large numbers under a general moment condition
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Strong laws of large numbers for sub-linear expectation without independence
This page was built for publication: Strong law of large numbers under moment restrictions in sublinear expectation spaces