Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8959533 | Journal of Mathematical Analysis and Applications | 2018 | 22 Pages |
Abstract
In this paper, we will investigate the approximations of inverse moments for double-indexed weighted sums of random variables under sub-linear expectations. The asymptotic approximations of inverse moments and the convergence rate of approximations are established under the meaning of upper expectation EË and the lower expectation εË, respectively. Moreover, we carry out some simulations to verify the validity of our theoretical results. The results obtained in the paper improve and extend the corresponding ones of Yang et al. [24] from independent random variables in the classical probability space to END random variables in sub-linear expectation space.
Keywords
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Yi Wu, Xuejun Wang, Lixin Zhang,