标题:Strong laws of large numbers for sub-linear expectations
作者:CHEN ZengJing;
作者机构:[CHEN ZengJing]School of Mathematics, Shandong University
来源:Science China(Mathematics)
出版年:2016
期:05
页码:945-954
关键词:capacity;strong law of large numbers;independently and identically distributed;nonlinear expectation
摘要:We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmog...
资源类型:期刊论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=JAXG201605010&DbName=CJFQ2016
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