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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2020.1
- 수록면
- 25 - 34 (10page)
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The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental the- ories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions sim- ilar to Petrov’s. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.’s result. As an application, we ob- tain Chung’s strong law of large number and Marcinkiewicz’s strong law of large number for independent and identically distributed random vari- ables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.
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참고문헌 (23)
참고문헌 신청
Z. Chen / 2016 / Strong laws of large numbers for sub-linear expectation / Sci. China Math 59(5):945~954
Z. Chen / 2017 / Strong laws of large numbers for sub-linear expectation without independence / Comm. Stati. -Theory and Mathods 46(15):7529~7545
Z. Chen. Z / 2014 / A law of the iterated logarithm under sublinear ex-pectations / J. Financial Engineering 1(2):1450015
Z. Chen / 2013 / A strong laws of large numbers for non-additive probabilities / Interna. J. Approx. Reason 54(3):365~377
H. Cheng / 2016 / A strong law of large numbers for sub-linear under a general moment condi-tion / Stat. & Probab. Lett 116:248~258
Z. Chen / 2017 / Strong laws of large numbers for sub-linear expectation without independence / Comm. Stati. -Theory and Mathods 46(15):7529~7545
Z. Chen. Z / 2014 / A law of the iterated logarithm under sublinear ex-pectations / J. Financial Engineering 1(2):1450015
Z. Chen / 2013 / A strong laws of large numbers for non-additive probabilities / Interna. J. Approx. Reason 54(3):365~377
H. Cheng / 2016 / A strong law of large numbers for sub-linear under a general moment condi-tion / Stat. & Probab. Lett 116:248~258
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