General laws of large numbers under sublinear expectations
Probability
2012-02-10 v2
Abstract
In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear expectations in [8] and Chen's strong law of large numbers for capacities in [1]. It turns out that these theorems are natural extensions of the classical strong (weak) laws of large numbers to the case where probability measures are no longer additive.
Keywords
Cite
@article{arxiv.1104.5296,
title = {General laws of large numbers under sublinear expectations},
author = {Feng Hu},
journal= {arXiv preprint arXiv:1104.5296},
year = {2012}
}