Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
Author:
Affiliation:
1. School of Mathematics, Shandong University, Jinan, China;
2. Department of Statistics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Funder
NFSC
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1625924
Reference17 articles.
1. Strong laws of large numbers for sub-linear expectations
2. Ambiguity, Risk, and Asset Returns in Continuous Time
3. A strong law of large numbers for non-additive probabilities
4. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
5. Expected utility with purely subjective non-additive probabilities
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