The Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations

被引：0
作者：
Jia-pan Xu
Li-xin Zhang
机构：
[1] Zhejiang University,School of Mathematical Sciences
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2020年 / 36卷
关键词：
sub-linear expectation; capacity; exponential inequality; extended negative dependence; the law of logarithm; 60F15;
D O I：
暂无
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学科分类号：
摘要：
Under the framework of sub-linear expectation initiated by Peng, motivated by the concept of extended negative dependence, we establish a law of logarithm for arrays of row-wise extended negatively dependent random variables under weak conditions. Besides, the law of logarithm for independent and identically distributed arrays is derived more precisely and the sufficient and necessary conditions for the law of logarithm are obtained.
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页码：670 / 688
页数：18
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