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Weak and strong laws of large numbers for sub-linear expectation

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  • Cheng Hu

Abstract

In this paper, we derive a new form of weak laws of large numbers for sub-linear expectation and establish the equivalence relation among this new form and the other two forms of weak laws of large numbers for sub-linear expectation. Moreover, we obtain the strong laws of large numbers for sub-linear expectation under a general moment condition by applying our new weak laws of large numbers.

Suggested Citation

  • Cheng Hu, 2020. "Weak and strong laws of large numbers for sub-linear expectation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(2), pages 430-440, January.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:430-440
    DOI: 10.1080/03610926.2018.1543771
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    Cited by:

    1. Guo, Xiaofan & Li, Xinpeng, 2021. "On the laws of large numbers for pseudo-independent random variables under sublinear expectation," Statistics & Probability Letters, Elsevier, vol. 172(C).

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