General laws of large numbers under sublinear expectations

General laws of large numbers under sublinear expectations
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次线性期望下大数的一般定律

DOI：
10.1080/03610926.2014.917677
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发表时间：
2016
期刊：
Communications in Statistics - Theory and Methods
影响因子：
--
通讯作者：
Zengjing Chen
Zengjing Chen
中科院分区：
其他
文献类型：
--
作者：
Feng Hu;Zengjing Chen

文献摘要

被引文献

相似文献

本文在较弱的条件下，给出了次线性期望（容量）下的三个大数定律，推广了Peng（2008b）次线性期望下的大数定律和Chen（2010）容量下的强大数定律.事实证明，这些定理是经典强（弱）LLNs的自然扩展到概率测度不再是可加性的情况。
ABSTRACT In this paper, under some weaker conditions, we give three laws of large numbers (LLNs) under sublinear expectations (capacities), which extend the LLN under sublinear expectations in Peng (2008b) and the strong LLN for capacities in Chen (2010). It turns out that these theorems are natural extensions of the classical strong (weak) LLNs to the case where probability measures are no longer additive.