Rosenthal's Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations

被引：10

作者：

Zhang, Ning ^{[1
]}

Lan, Yuting ^{[2
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

[2] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 2019年 / 40卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Upper expectations; Asymptotically almost negatively associated; Rosenthal's inequalities; Strong law of large numbers; SUB-LINEAR EXPECTATIONS; CENTRAL-LIMIT-THEOREM; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; LARGE NUMBERS; STRONG LAW; SUMS;

D O I：

10.1007/s11401-018-0122-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper expectation space. Within the framework, the authors prove some different types of Rosenthal's inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal's inequalities.

引用

页码：117 / 130

页数：14

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