首页 期刊 数学学报 Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications 【正文】

Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications

作者:Jia; Pan; XU; Li; Xin; ZHANG School; of; Mathematical; Sciences; Zhejiang; University; Hangzhou; 310027; P.R.China
expectation   capacity   inequality   three   series  

摘要:In this paper, motived by the notion of independent and identically distributed random variables under the sub-linear expectation initiated by Peng, we establish a three series theorem of independent random variables under the sub-linear expectations. As an application, we obtain the Marcinkiewicz’s strong law of large numbers for independent and identically distributed random variables under the sub-linear expectations. The technical details are different from those for classical theorems because the sub-linear expectation and its related capacity are not additive.

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