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      KCI등재 SCIE SCOPUS

      On complete convergence for extended independent random variables under sub-linear expectations

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      https://www.riss.kr/link?id=A106837866

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      다국어 초록 (Multilingual Abstract)

      In this paper, we establish complete convergence for sequen\-ces of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper...

      In this paper, we establish complete convergence for sequen\-ces of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz \cite{18} and Hu and Taylor \cite{17} from classical probability space to sub-linear expectation space.

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      참고문헌 (Reference)

      1 P. J. Huber, "The use of Choquet capacities in statistics" 45 (45): 181-191, 1973

      2 S. Peng, "Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations" 52 (52): 1391-1411, 2009

      3 L. Zhang, "Strong limit theorems for extended independent and extended negatively depen-dent random variables under non-linear expectations"

      4 Q. Wu, "Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations" 460 (460): 252-270, 2018

      5 L. Zhang, "Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications" 59 (59): 751-768, 2016

      6 T. -C. Hu, "On the strong law for arrays and for the bootstrap mean and variance" 20 (20): 375-382, 1997

      7 Y. Wu, "On the asymptotic approximation of inverse moment under sub-linear expectations" 468 (468): 182-196, 2018

      8 F. Hu, "On Cramer's theorem for capacities" 348 (348): 1009-1013, 2010

      9 S. Peng, "Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation" 118 (118): 2223-2253, 2008

      10 P. J. Huber, "Minimax tests and the Neyman-Pearson lemma for capac-ities" 1 : 251-263, 1973

      1 P. J. Huber, "The use of Choquet capacities in statistics" 45 (45): 181-191, 1973

      2 S. Peng, "Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations" 52 (52): 1391-1411, 2009

      3 L. Zhang, "Strong limit theorems for extended independent and extended negatively depen-dent random variables under non-linear expectations"

      4 Q. Wu, "Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations" 460 (460): 252-270, 2018

      5 L. Zhang, "Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications" 59 (59): 751-768, 2016

      6 T. -C. Hu, "On the strong law for arrays and for the bootstrap mean and variance" 20 (20): 375-382, 1997

      7 Y. Wu, "On the asymptotic approximation of inverse moment under sub-linear expectations" 468 (468): 182-196, 2018

      8 F. Hu, "On Cramer's theorem for capacities" 348 (348): 1009-1013, 2010

      9 S. Peng, "Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation" 118 (118): 2223-2253, 2008

      10 P. J. Huber, "Minimax tests and the Neyman-Pearson lemma for capac-ities" 1 : 251-263, 1973

      11 M. Marinacci, "Limit laws for non-additive probabilities and their frequentist interpre-tation" 84 (84): 145-195, 1999

      12 S. Peng, "Law of large numbers and central limit theorem under nonlinear expectations" 4 : 8-, 2019

      13 S. Peng, "G-expectation, G-Brownian motion and related stochastic calculus of It^o type" Springer 2 : 541-567, 2007

      14 I. Gilboa, "Expected utility with purely subjective nonadditive probabilities" 16 (16): 65-88, 1987

      15 L. E. Baum, "Convergence rates in the law of large numbers" 120 : 108-123, 1965

      16 Mengmei Xi, "Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations" 한국통계학회 48 (48): 412-425, 2019

      17 P. L. Hsu, "Complete convergence and the law of large numbers" 33 : 25-31, 1947

      18 Haoyuan Zhong, "Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation" Springer Science and Business Media LLC 2017 (2017): 2017

      19 F. Hu, "Central limit theorem for capacities" 348 (348): 1111-1114, 2010

      20 S. Peng, "Backward stochastic dierential equations" Longman 1997

      21 Z. Chen, "Ambiguity, risk, and asset returns in continuous time" 70 (70): 1403-1443, 2002

      22 L. Denis, "A theoretical framework for the pricing of contingent claims in the presence of model uncertainty" 16 (16): 827-852, 2006

      23 C. Hu, "A strong law of large numbers for sub-linear expectation under a general moment condition" 119 : 248-258, 2016

      24 Z. Chen, "A strong law of large numbers for non-additive probabilities" 54 (54): 365-377, 2013

      25 S. Peng, "A new central limit theorem under sublinear expectations"

      26 Z. Chen, "A law of the iterated logarithm under sublinear expectations" 1 (1): 23-, 2014

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      2023 평가예정 해외DB학술지평가 신청대상 (해외등재 학술지 평가)
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      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 0.4 0.14 0.3
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      0.23 0.19 0.375 0.03
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