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A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation.

Authors :
Gao, Miaomiao
Hu, Feng
Sun, Jingbo
Zong, Zhaojun
Source :
Communications in Statistics: Theory & Methods. 2019, Vol. 48 Issue 20, p5058-5073. 16p.
Publication Year :
2019

Abstract

In this article, in the framework of sublinear expectation initiated by Peng, we derive a strong law of large numbers (SLLN) for negatively dependent and non identical distributed random variables. This result includes and extends some existing results. Furthermore, we give two examples of our result for applications. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
48
Issue :
20
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
138371229
Full Text :
https://doi.org/10.1080/03610926.2018.1508708