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.
Citation
Defei Zhang. Ping He. "A Strong Law of Large Numbers for Weighted Sums of i.i.d. Random Variables under Capacities." J. Appl. Math. 2014 1 - 5, 2014. https://doi.org/10.1155/2014/412758