Results 11 to 20 of about 5,826,395 (224)
Entropy, 2021 In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive ...
Wei Liu, Yong Zhang
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Axioms, 2023 We are interested in the linear processes generated by dependent sequences under sub-linear expectation. Using the Beveridge–Nelson decomposition of linear processes and the inequalities, the moderate deviation principle for linear processes produced by ...
Peiyu Sun +4 more
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Central limit theorems for sub-linear expectation under the Lindeberg condition
Journal of Inequalities and Applications, 2018 In this paper, we investigate the central limit theorems for sub-linear expectation for a sequence of independent random variables without assumption of identical distribution. We first give a bound on the distance between the normalized sum distribution
Cheng Hu
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Journal of Inequalities and Applications, 2017 In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of C V [ | X | p l ( | X | 1 / α ) ] < ∞ $C_{
Haoyuan Zhong, Qunying Wu
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Laws of the k-Iterated Logarithm of Weighted Sums in a Sub-Linear Expected Space
MathematicsThe law of the iterated logarithm precisely refines the law of large numbers and plays a fundamental role in probability limit theory. The framework of sub-linear expectation spaces substantially extends the classical concept of probability spaces.
Xiang Zeng
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On the Convergence Rates Under Sub-Linear Expectation
MathematicsIn this paper, we establish the convergence rates for the law of large numbers and the law of the logarithm for identically distributed random variables with either negative dependence or independence in the framework of sub-linear expectation.
Cheng Hu, Fengming Yang
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Journal of Inequalities and Applications, 2019 The goal of this paper is to build complete convergence and complete integral convergence for END sequences of random variables under sub-linear expectation space.
Ziwei Liang, Qunying Wu
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Donsker’s Invariance Principle Under the Sub-Linear Expectation With an Application to Chung’s Law of the Iterated Logarithm [PDF]
Communications in Mathematics and Statistics, 2015 We prove a new Donsker’s invariance principle for independent and identically distributed random variables under the sub-linear expectation. As applications, the small deviations and Chung’s law of the iterated logarithm are obtained.
Li-Xin Zhang
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A Law of the Iterated Logarithm for Sub-Linear Expectation Under a General Moment Condition
MathematicsIn this paper, we obtain the law of the iterated logarithm under a general moment condition with respect to sub-linear expectation. We present a novel proof by combining the exponential inequality with the subsequence method.
Xinrong Han, Cheng Hu
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Journal of Inequalities and Applications, 2023 In this paper, we study the complete convergence and complete moment convergence of linear processes generated by negatively dependent random variables under sub-linear expectations. The obtained results complement the ones of Meng, Wang, and Wu (Commun.
Mingzhou Xu, Kun Cheng, Wangke Yu
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