Strong Law Of Large Numbers Under Moment Restrictions In Sublinear Expectation Spaces

Communications in Statistics-theory and Methods(2021)

引用 1|浏览1
暂无评分
摘要
In this paper, we obtain a new kind of strong law of large numbers in sublinear expectation spaces without the independent or identically distributed assumption. Instead, the strong law of large numbers is based on some restrictions on the sub-linear expectations of the partial sums. As an application, we give an interesting example in which the random variable sequence enjoys our moment restrictions, but does not enjoy the independent conditions introduced by Marinacci (1999), Peng (2009), Chen, Wu, and Li (2013), Zhang (2016b), nor Chen, Huang, and Wu (2019).
更多
查看译文
关键词
Law of large numbers, sublinear expectation, capacity, moment restriction
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要