scientific article; zbMATH DE number 7770028
From MaRDI portal
Publication:6091022
DOI10.4134/bkms.b220341zbMath1528.60028MaRDI QIDQ6091022
No author found.
Publication date: 23 November 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
complete convergencecapacitylaw of large numbersindependent and identically distributed random variablessub-linear expectation space
Cites Work
- Unnamed Item
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- On complete convergence for arrays of rowwise \(m\)-negatively associated random variables
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Large deviations and moderate deviations for \(m\)-negatively associated random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Expected utility with purely subjective non-additive probabilities
- Marcinkiewicz's strong law of large numbers for nonlinear expectations
- Moment inequalities for \(m\)-negatively associated random variables and their applications
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
- Three series theorem for independent random variables under sub-linear expectations with applications
- A strong law of large numbers for capacities
- Strong laws of large numbers for general random variables in sublinear expectation spaces
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- On a Spitzer-type law of large numbers for partial sums of m-negatively associated random variables
- On the laws of large numbers for pseudo-independent random variables under sublinear expectation
- Complete convergence for widely acceptable random variables under the sublinear expectations
- Some convergence properties for the maximum of partial sums of \(m\)-negatively associated random variables
- Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
- A strong law of large numbers for non-additive probabilities
- Complete convergence and complete moment convergence for weighted sums of \(m\)-NA random variables
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Theory of capacities
- Heyde's theorem under the sub-linear expectations
- On the laws of the iterated logarithm under sub-linear expectations
- General laws of large numbers under sublinear expectations
- Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Complete Convergence and the Law of Large Numbers
This page was built for publication: