数学
随机变量
大数定律
指数函数
应用数学
度量(数据仓库)
统计
数学分析
计算机科学
数据库
作者
Feng Hu,Youhua Fu,Minmin Gao,Zhaojun Zong
标识
DOI:10.1080/03610926.2023.2239400
摘要
Motivated by risk measure, super-hedge pricing, and modeling uncertainty in finance, Shige Peng established the theory of sub-linear expectation. In this article, we derive two results of laws of large numbers in the framework of sub-linear expectations. One is the strong law of large numbers for the array of random variables, which satisfies non identical distributed and exponential negatively dependent under sub-linear expectation. The other is the weak law of large numbers for the array of random variables, which satisfies non identical distributed and Φ-negatively dependent under sub-linear expectation. These results include and extend some existing results.
科研通智能强力驱动
Strongly Powered by AbleSci AI