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Communications in Statistics - Theory and Methods, 2023
– Motivated by risk measure, super-hedge pricing, and modeling uncertainty in finance, Shige Peng established the theory of sub-linear expectation.
F. Hu +3 more
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– Motivated by risk measure, super-hedge pricing, and modeling uncertainty in finance, Shige Peng established the theory of sub-linear expectation.
F. Hu +3 more
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A strong law of large numbers for m-dependent random variables under sub-linear expectation
StochasticsIn this paper, we prove a strong law of large numbers for m-dependent random variables with a general moment condition that is the weakest one under sub-linear expectation. The result can be viewed as a natural generalization of Hu (2016).
Mengting Cui, Cheng-Yi Hu
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Complete convergence of randomly weighted sums for m-WOD sequences under sub-linear expectation
International Conference on Applied Mathematics, Modelling and Intelligent ComputingBy incorporating control coefficients and moment conditions, the 𝑚 − 𝑊𝑂𝐷 sequences in traditional probability spaces have been generalized. Given the characteristics of non-linear integration under sub-linear expectations, can still be achieved by ...
Wei Wang, Zhenyu Xie
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Communications in Statistics - Theory and Methods, 2023
The research of convergence properties of moving average process is a challenging field of limit theorems. The aim of this article is to provide a method to prove the complete convergence and complete integral convergence of moving average process for ...
Xiao-Cong Chen, Qun-Ying Wu
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The research of convergence properties of moving average process is a challenging field of limit theorems. The aim of this article is to provide a method to prove the complete convergence and complete integral convergence of moving average process for ...
Xiao-Cong Chen, Qun-Ying Wu
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Precise asymptotics for maxima of partial sums under sub-linear expectation
Communications in Statistics - Theory and Methods. Let {X,Xn,n≥1} be a sequence of independent and identically distributed random variables in a sub-linear expectation (Ω,H,Ê) with a capacity 𝕍 under Ê.
Xue Ding, Yong Zhang
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Stochastics, 2023
In this work there is considered complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations.
A. Kuczmaszewska
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In this work there is considered complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations.
A. Kuczmaszewska
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Communications in Statistics - Theory and Methods, 2023
In this article, we establish some results on complete convergence and complete integral convergence of moving average process {Xn=∑i=−∞∞aiYi+n,n≥1} based on negatively dependent random variables under sub-linear expectations. We generalize corresponding
Xiao-Cong Chen, Qun-Ying Wu
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In this article, we establish some results on complete convergence and complete integral convergence of moving average process {Xn=∑i=−∞∞aiYi+n,n≥1} based on negatively dependent random variables under sub-linear expectations. We generalize corresponding
Xiao-Cong Chen, Qun-Ying Wu
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Communications in Statistics - Theory and Methods
. In this article, we establish Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums of independent and identically distributed random variables in a sub-linear expectation space (Ω,H,Ê).
Feng Feng, Hai-Wu Huang
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. In this article, we establish Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums of independent and identically distributed random variables in a sub-linear expectation space (Ω,H,Ê).
Feng Feng, Hai-Wu Huang
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The laws of large numbers for Pareto-type random variables under sub-linear expectation
Frontiers of Mathematics, 2022Bin-Xia Chen, Qun-Ying Wu
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Communications in Statistics - Theory and Methods
. In this article, we establish precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectation space.
Lizhen Huang, Qunying Wu
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. In this article, we establish precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectation space.
Lizhen Huang, Qunying Wu
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