Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548902 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
In this paper, we derive a strong law of large numbers for sub-linear expectation under a general moment condition. The result can be reduced to the classical strong law of large numbers when the sub-linear expectation coincides with the classical linear expectation. Moreover, we illustrate that this moment condition for strong law of large numbers in sub-linear situation is the weakest.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Cheng Hu,