| STRONG LIMIT THEOREMS FOR EXTENDED INDEPENDENT RANDOM VARIABLES AND EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS |
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| 作者姓名： | 张立新 |
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| 作者单位： | School of Mathematical Sciences,Zhejiang University |
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| 基金项目： | Research supported by grants from the NSF of China (11731012;12031005)；;NSF of Zhejiang Province (LZ21A010002)；;the Fundamental Research Funds for the Central Universities； |
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| 摘 要： | Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and the law of the iterated logarithm for a sequence of random variables in a sub-linear expectation space under a concept of extended independence which is much weaker and easier to verify than the independence proposed by Peng 20].We introduce a concept of extended negative dependen...
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