Weak and strong laws of large numbers for sub-linear expectation

Cheng Hu

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 2, 430-440

Abstract: In this paper, we derive a new form of weak laws of large numbers for sub-linear expectation and establish the equivalence relation among this new form and the other two forms of weak laws of large numbers for sub-linear expectation. Moreover, we obtain the strong laws of large numbers for sub-linear expectation under a general moment condition by applying our new weak laws of large numbers.

Date: 2020
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DOI: 10.1080/03610926.2018.1543771

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