Related papers: General laws of large numbers under sublinear expe…
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
A new version of a Strong Law of Large Numbers is proposed in this note for pairwise independent random variables. The main goal is to relax the assumption on a finite expectation for each term.
We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…
In this note, we establish a compact law of the iterated logarithm under the upper capacity for independent and identically distributed random variables in a sub-linear expectation space. For showing the result, a self-normalized law of the…
The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…
We prove a new Donsker's invariance principle for independent and identically distributed random variables under the sub-linear expectation. As applications, the small deviations and Chung's law of the iterated logarithm are obtained.
The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and along whose every further subsequence ("hereditarily"), a strong…
Our aim is to give for some classes non-additive measures some limit theorems. For balanced games we obtain a weak and strong law of large numbers for bounded random variables, a sharper conclusion is obtain with exact games. We provide an…
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…
We give a short, self-contained, and elementary proof of the strong law of large numbers under a power law decay hypothesis for joint second moments. The result is related to the classical one by Lyons. However, we also provide a rate of…
In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…
We establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with $\hat{\mathbb{E}}[X_1]=\hat{\mathcal{E}}[X_1]=0$ and $C_{\mathbb{V}}[X_1^2]<\infty$ under sub-linear expectation…
Strong laws of large numbers are established for random fields with weak or strong dependence. These limit theorems are applicable to random fields with heavy-tailed distributions including fractional stable random fields. The conditions…
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.
Let $f(n)$ be a strongly additive complex valued arithmetic function. Under mild conditions on $f$, we prove the following weighted strong law of large numbers: if $ X,X_1,X_2,... $ is any sequence of integrable i.i.d. random variables,…
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$-mixing sequences of…
Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…