A Strong Law of Large Numbers for Weighted Sums of i.i.d. Random Variables under Capacities

A Strong Law of Large Numbers for Weighted Sums of i.i.d. Random Variables under Capacities

With the notion of independent identically distributed (i.i.d.) random variables under sublinear expectations initiated by Peng, a strong law of large numbers for weighted sums of i.i.d. random variables under capacities induced by sublinear expectations is obtained.

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Veröffentlicht in:Journal of Applied Mathematics 2014-01, Vol.2014 (2014), p.477-481-353
Hauptverfasser: Zhang, Defei, He, Ping
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Law
Mathematical analysis
Probability
Random variables
Studies
Sums
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Beschreibung
Zusammenfassung:With the notion of independent identically distributed (i.i.d.) random variables under sublinear expectations initiated by Peng, a strong law of large numbers for weighted sums of i.i.d. random variables under capacities induced by sublinear expectations is obtained.
ISSN:1110-757X
1687-0042
DOI:10.1155/2014/412758