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Further results on laws of large numbers for the array of random variables under sub-linear expectation.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 17, p6076-6101. 26p. - Publication Year :
- 2024
-
Abstract
- Motivated by risk measure, super-hedge pricing, and modeling uncertainty in finance, Shige Peng established the theory of sub-linear expectation. In this article, we derive two results of laws of large numbers in the framework of sub-linear expectations. One is the strong law of large numbers for the array of random variables, which satisfies non identical distributed and exponential negatively dependent under sub-linear expectation. The other is the weak law of large numbers for the array of random variables, which satisfies non identical distributed and Φ -negatively dependent under sub-linear expectation. These results include and extend some existing results. [ABSTRACT FROM AUTHOR]
- Subjects :
- *RANDOM variables
*LAW of large numbers
*RANDOM numbers
*EXPECTANCY theories
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 17
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 178439904
- Full Text :
- https://doi.org/10.1080/03610926.2023.2239400