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

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.

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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

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131580
MathSciNet: MR3226309
Digital Object Identifier: 10.1155/2014/412758

Rights: Copyright © 2014 Hindawi

Vol.2014 • 2014
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