A Weak Law of Large Numbers for Dependent Random Variables

DOI10.1137/s0040585x97t991593zbMath1524.60067arXiv2204.10681MaRDI QIDQ6090353

Ioannis Karatzas, Walter Schachermayer

Publication date: 14 November 2023

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.10681

zbMATH Keywords

weak convergencetruncationweak law of large numbersgeneralized expectationnonlinear expectationhereditary convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

• A subsequence principle in probability theory
• Exchangeable random variables and the subsequence principle
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• A generalization of a problem of Steinhaus
• Probability
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