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- W2964280749 abstract "In this paper, motived by the notion of independent and identically distributed random variables under the sub-linear expectation initiated by Peng, we establish a three series theorem of independent random variables under the sub-linear expectations. As an application, we obtain the Marcinkiewicz’s strong law of large numbers for independent and identically distributed random variables under the sub-linear expectations. The technical details are different from those for classical theorems because the sub-linear expectation and its related capacity are not additive." @default.
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- W2964280749 date "2018-09-27" @default.
- W2964280749 modified "2023-10-14" @default.
- W2964280749 title "Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications" @default.
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- W2964280749 doi "https://doi.org/10.1007/s10114-018-7508-9" @default.
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