Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations

DOI10.1080/03610926.2021.1873380OpenAlexW3128934933MaRDI QIDQ5079851

Qunying Wu, Zhouting Zhan

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1873380

zbMATH Keywords

strong laws of large numbersweighted sumssub-linear expectationextended negative dependence random variables

Mathematics Subject Classification ID

Statistics (62-XX) Strong limit theorems (60F15)

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
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• A general central limit theorem under sublinear expectations
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Expected utility with purely subjective non-additive probabilities
• Limit laws for non-additive probabilities and their frequentist interpretation
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear 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
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Nonlinear expectations and nonlinear Markov chains
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES
• Weak and strong laws of large numbers for sub-linear expectation

This page was built for publication: Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations