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 -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 -dependent and stationary sequence of random variables with the condition 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