Strong law of large numbers for $m$-dependent and stationary random variables under sub-linear expectations
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866929299563479040 |
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| author | Gu, Wang-Yun Zhang, Li-Xin |
| author_facet | Gu, Wang-Yun Zhang, Li-Xin |
| contents | The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily identically distributed random variables. The study further extends the SLLN to $m$-dependent and stationary sequence of random variables with the condition $C_{\mathbb V}(|X_1|)<\infty$ which is the sufficient and necessary condition of SLLN in the case of independent and identically distributed random variables. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_01118 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Strong law of large numbers for $m$-dependent and stationary random variables under sub-linear expectations Gu, Wang-Yun Zhang, Li-Xin Probability 60F15 The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily identically distributed random variables. The study further extends the SLLN to $m$-dependent and stationary sequence of random variables with the condition $C_{\mathbb V}(|X_1|)<\infty$ which is the sufficient and necessary condition of SLLN in the case of independent and identically distributed random variables. |
| title | Strong law of large numbers for $m$-dependent and stationary random variables under sub-linear expectations |
| topic | Probability 60F15 |
| url | https://arxiv.org/abs/2404.01118 |