The laws of large numbers for Pareto-type random variables under sub-linear expectation

The laws of large numbers for Pareto-type random variables under sub-linear expectation

In this paper, some laws of large numbers are established for random variables that satisfy the Pareto distribution, so that the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. Based on the Pareto distribution, we obtain the weak law of lar...

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Veröffentlicht in:Frontiers of Mathematics 2022, Vol.17 (5), p.783-796
Hauptverfasser: Chen, Binxia, Wu, Qunying
Format: Artikel
Sprache:eng
Schlagworte:
Mathematics
Mathematics and Statistics
Probability theory
Random variables
Research Article
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Zusammenfassung:In this paper, some laws of large numbers are established for random variables that satisfy the Pareto distribution, so that the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. Based on the Pareto distribution, we obtain the weak law of large numbers and strong law of large numbers of the weighted sum of some independent random variable sequences.
ISSN:2731-8648
1673-3452
2731-8656
1673-3576
DOI:10.1007/s11464-022-1026-x