Marcinkiewicz-type laws of large numbers for pseudo-independent random variables under sublinear expectations
Probability
2025-05-01 v1
Abstract
As a kind of independence of random variables under sublinear expectations, pseudo-independence is weaker than Peng's independence. We shall give Marcinkiewicz-type weak and strong laws of large numbers for pseudo-independent random variables under the framework of sublinear expectations.
Keywords
Cite
@article{arxiv.2504.21576,
title = {Marcinkiewicz-type laws of large numbers for pseudo-independent random variables under sublinear expectations},
author = {Jialiang Fu},
journal= {arXiv preprint arXiv:2504.21576},
year = {2025}
}