English

Strong law of large numbers for $m$-dependent and stationary random variables under sub-linear expectations

Probability 2024-04-02 v1

Abstract

The arm of this paper is to establish the strong law of large numbers (SLLN) of mm-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily identically distributed random variables. The study further extends the SLLN to mm-dependent and stationary sequence of random variables with the condition CV(X1)<C_{\mathbb V}(|X_1|)<\infty which is the sufficient and necessary condition of SLLN in the case of independent and identically distributed random variables.

Keywords

Cite

@article{arxiv.2404.01118,
  title  = {Strong law of large numbers for $m$-dependent and stationary random variables under sub-linear expectations},
  author = {Wang-Yun Gu and Li-Xin Zhang},
  journal= {arXiv preprint arXiv:2404.01118},
  year   = {2024}
}

Comments

24 pages