Strong laws of large numbers for general random variables in sublinear expectation spaces

被引:10
|
作者
Huang, Weihuan [1 ]
Wu, Panyu [1 ]
机构
[1] Shandong Univ, Zhongtai Inst Financial Studies, Jinan, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
Maximal inequality; Sublinear expectation; Strong law of large numbers; STOCHASTIC CALCULUS; BROWNIAN-MOTION;
D O I
10.1186/s13660-019-2094-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we obtain the equivalent relations between Kolmogorov maximal inequality and Hajek-Renyi maximal inequality both in moment and capacity types in sublinear expectation spaces. Based on these, we establish several strong laws of large numbers for general random variables and obtain the growth rate of the partial sums. In a first application, a strong law of large numbers for negatively dependent random variables is obtained. In a second application, we consider the normalizing sequence {log n}(n >= 1) and get some special limit properties in sublinear expectation spaces.
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页数:18
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