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Further results on laws of large numbers for the array of random variables under sub-linear expectation.

Authors :
Hu, Feng
Fu, Yanan
Gao, Miaomiao
Zong, Zhaojun
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]

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