Strong law of large numbers under moment restrictions in sublinear expectation spaces
Author:
Affiliation:
1. School of Data Science, Fudan University, Shanghai, China
2. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China
Funder
National Key R&D Program of China
National Natural Science Foundation of China
Young Scholars Program of Shandong University
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1903504
Reference19 articles.
1. Strong laws of large numbers for sub-linear expectations
2. Strong laws of large numbers for sub-linear expectation without independence
3. A law of the iterated logarithm under sublinear expectations
4. Extension of the strong law of large numbers for capacities
5. A strong law of large numbers for non-additive probabilities
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1. Further results on laws of large numbers for the array of random variables under sub-linear expectation;Communications in Statistics - Theory and Methods;2023-08-02
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