A Strong Law of Large Numbers for Weighted Sums of i.i.d. Random Variables under Capacities
Defei Zhang and
Ping He
Journal of Applied Mathematics, 2014, vol. 2014, issue 1
Abstract:
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.
Date: 2014
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https://doi.org/10.1155/2014/412758
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:412758
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