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arXiv · 1104.5296

General laws of large numbers under sublinear expectations

Feng Hu
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Abstract

In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear expectations in [8] and Chen's strong law of large numbers for capacities in [1]. It turns out that these theorems are natural extensions of the classical strong (weak) laws of large numbers to the case where probability measures are no longer additive.

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Feng Hu. 2011-04-28. General laws of large numbers under sublinear expectations. https://arxiv.org/abs/1104.5296

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