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arXiv · 2504.21576

Marcinkiewicz-type laws of large numbers for pseudo-independent random variables under sublinear expectations

Jialiang Fu
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Abstract

As a kind of independence of random variables under sublinear expectations, pseudo-independence is weaker than Peng's independence. We shall give Marcinkiewicz-type weak and strong laws of large numbers for pseudo-independent random variables under the framework of sublinear expectations.

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Jialiang Fu. 2025-04-30. Marcinkiewicz-type laws of large numbers for pseudo-independent random variables under sublinear expectations. https://arxiv.org/abs/2504.21576

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