陈晓燕, 许晓明. 次线性期望下弱负相关随机变量的性质及其强大数定律[J]. 应用概率统计, 2019, 35(1): 63-72. DOI: 10.3969/j.issn.1001-4268.2019.01.005
引用本文: 陈晓燕, 许晓明. 次线性期望下弱负相关随机变量的性质及其强大数定律[J]. 应用概率统计, 2019, 35(1): 63-72. DOI: 10.3969/j.issn.1001-4268.2019.01.005
CHEN Xiaoyan, XU Xiaoming. The Properties and Strong Law of Large Numbers for Weakly Negatively Dependent Random Variables under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(1): 63-72. DOI: 10.3969/j.issn.1001-4268.2019.01.005
Citation: CHEN Xiaoyan, XU Xiaoming. The Properties and Strong Law of Large Numbers for Weakly Negatively Dependent Random Variables under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(1): 63-72. DOI: 10.3969/j.issn.1001-4268.2019.01.005

次线性期望下弱负相关随机变量的性质及其强大数定律

The Properties and Strong Law of Large Numbers for Weakly Negatively Dependent Random Variables under Sublinear Expectations

  • 摘要: 强大数定律是非可加概率(或非线性期望)框架下的重要理论. 目前已有许多有关非可加概率(或非线性期望)下独立同分布或负相关随机变量序列的强大数定律的研究文献. 本文在非可加概率和次线性期望框架下,引入弱负相关随机变量的概念, 并研究了弱负相关随机变量的有关性质.作为应用, 本文还证明了弱负相关随机变量序列的强大数定律.

     

    Abstract: Strong laws of large numbers play key role in nonadditive probability theory. Recently, there are many research papers about strong laws of large numbers for independently and identically distributed (or negatively dependent) random variables in the framework of nonadditive probabilities (or nonlinear expectations). This paper introduces a concept of weakly negatively dependent random variables and investigates the properties of such kind of random variables under a framework of nonadditive probabilities and sublinear expectations. A strong law of large numbers is also proved for weakly negatively dependent random variables under a kind of sublinear expectation as an application

     

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