An invariance principle of strong law of large numbers under nonadditive probabilities
DOI10.1080/03610926.2019.1669805OpenAlexW2975846824MaRDI QIDQ5079950
Liying Ren, Xiao-yan Chen, Zeng-Jing Chen
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/10.1080/03610926.2019.1669805
strong law of large numbersinvariance principlenonadditive probabilitysublinear expectationindependence and identical distribution
Statistics (62-XX) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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Cites Work
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