On the laws of large numbers for pseudo-independent random variables under sublinear expectation

Xiaofan Guo and Xinpeng Li

Statistics & Probability Letters, 2021, vol. 172, issue C

Abstract: We introduce the concept of pseudo-independence under sublinear expectations and derive the weak and strong laws of large numbers with non-additive probabilities generated by sublinear expectations.

Keywords: Pseudo-independence; Law of large numbers; Sublinear expectations; Capacity (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2021.109042

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