A strong law of large numbers for sub-linear expectation under a general moment condition

Autor:	Cheng Hu
Rok vydání:	2016
Předmět:	Statistics and Probability Moment (mathematics) 010104 statistics & probability Law of large numbers 010102 general mathematics Mathematical analysis Law of total cumulance Statistical physics 0101 mathematics Statistics Probability and Uncertainty 01 natural sciences Mathematics
Zdroj:	Statistics & Probability Letters. 119:248-258
ISSN:	0167-7152
DOI:	10.1016/j.spl.2016.08.015
Popis:	In this paper, we derive a strong law of large numbers for sub-linear expectation under a general moment condition. The result can be reduced to the classical strong law of large numbers when the sub-linear expectation coincides with the classical linear expectation. Moreover, we illustrate that this moment condition for strong law of large numbers in sub-linear situation is the weakest.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b8821d3f60cd0028f859fd8ee1b2bfed https://doi.org/10.1016/j.spl.2016.08.015 Zobrazit plný text záznamu Full Text from ScienceDirect