Some Inequalities and Limit Theorems Under Sublinear Expectations

被引：2
|
作者：
Ze-Chun HU [1 ]
Yan-Zhi YANG [2 ]
机构：
[1] College of Mathematics, Sichuan University
[2] Department of Mathematics, Nanjigng University
来源：
Acta Mathematicae Applicatae Sinica | 2017年 / 33卷 / 02期
基金：
中国国家自然科学基金;
关键词：
sublinear expectation; inequality; the law of large numbers; submartingale;
D O I：
暂无
中图分类号：
O211 [概率论（几率论、或然率论）];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob’s inequality for submartingale and Kolmogrov’s inequality. By Kolmogrov’s inequality, we obtain a special version of Kolmogrov’s law of large numbers. Finally, we present a strong law of large numbers for independent and identically distributed random variables under one-order type moment condition.
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页码：451 / 462
页数：12
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