Maximal inequality;
Sublinear expectation;
Strong law of large numbers;
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摘要:
In this paper, we obtain the equivalent relations between Kolmogorov maximal inequality and Hájek–Rényi 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 {logn}n≥1\documentclass[12pt]{minimal}
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\begin{document}$\{\log n\} _{n\ge 1}$\end{document} and get some special limit properties in sublinear expectation spaces.
机构:
Tongling Univ, Sch Math & Comp Sci, Tongling 244000, Peoples R China
Chuzhou Univ, Sch Math & Finance, Chuzhou, Anhui, Peoples R ChinaTongling Univ, Sch Math & Comp Sci, Tongling 244000, Peoples R China
Wu, Yongfeng
Peng, JiangYan
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机构:
Univ Elect Sci & Technol China, Sch Math Sci, Chengdu, Sichuan, Peoples R ChinaTongling Univ, Sch Math & Comp Sci, Tongling 244000, Peoples R China
机构:
Kazan VI Lenin State Univ, Dept Math Stat & Probabil, Chebotarev Inst Math & Mech, Kazan 420008, RussiaKazan VI Lenin State Univ, Dept Math Stat & Probabil, Chebotarev Inst Math & Mech, Kazan 420008, Russia
Chuprunov, A.
Fazekas, I.
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机构:
Univ Debrecen, Fac Informat, H-4010 Debrecen, HungaryKazan VI Lenin State Univ, Dept Math Stat & Probabil, Chebotarev Inst Math & Mech, Kazan 420008, Russia
机构:
Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China
Gao, Miaomiao
Hu, Feng
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机构:
Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China
Fudan Univ, Sch Math Sci, Shanghai, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China
Hu, Feng
Sun, Jingbo
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机构:
Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China
Sun, Jingbo
Zong, Zhaojun
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机构:
Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China