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Strong law of large numbers under moment restrictions in sublinear expectation spaces.

Authors :
Huang, Weihuan
Wu, Panyu
Source :
Communications in Statistics: Theory & Methods; 2022, Vol. 51 Issue 24, p8671-8683, 13p
Publication Year :
2022

Abstract

In this paper, we obtain a new kind of strong law of large numbers in sublinear expectation spaces without the independent or identically distributed assumption. Instead, the strong law of large numbers is based on some restrictions on the sub-linear expectations of the partial sums. As an application, we give an interesting example in which the random variable sequence enjoys our moment restrictions, but does not enjoy the independent conditions introduced by Marinacci (1999), Peng (2009), Chen, Wu, and Li (2013), Zhang (2016b), nor Chen, Huang, and Wu (2019). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
51
Issue :
24
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
160164851
Full Text :
https://doi.org/10.1080/03610926.2021.1903504