Weak and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations
In the framework of sublinear expectations, we prove the Marcinkiewicz-Zygmund type weak law of large numbers for an array of row-wise weakly negatively dependent (WND) random variables. Moreover, we obtain the strong law of large numbers for linear processes generated by WND random variables. Our theorems extend the existed achievements of the law of large numbers under sublinear expectations.
Authors
- Xili Tan
- Yupeng Wei (ORCID: https://orcid.org/0000-0001-6926-1629)
- Peiyu Sun
- Shuang Guo (ORCID: https://orcid.org/0009-0004-0671-946X)
Institutions
- Beihua University (CN)
Publication Details
- Journal
- AIMS Mathematics
- Published
- 2025-01-01
- DOI
- https://doi.org/10.3934/math.2025347
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00