Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation

被引：7
|
作者：
Feng, X. [1 ]
Lan, Y. [2 ]
机构：
[1] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
[2] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
来源：
ACTA MATHEMATICA HUNGARICA | 2019年 / 159卷 / 01期
基金：
中国国家自然科学基金;
关键词：
sublinear expectation; array of random variables; rowwise independent; law of large numbers; law of the logarithm; DEPENDENT RANDOM-VARIABLES; LARGE NUMBERS; WEIGHTED SUMS; STRONG LAW; ITERATED LOGARITHM;
D O I：
10.1007/s10474-019-00938-1
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study strong limit theorems for arrays of rowwise independent random variables under sublinear expectation. Specially, we establish Marcinkiewicz-Zygmund type strong law of large numbers and law of the logarithm. It turns out that our theorems are natural extensions of Marcinkiewicz-Zygmund type strong law of large numbers and law of the logarithm for arrays of rowwise independent random variables under classical linear probabilities.
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页码：299 / 322
页数：24
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