General laws of large numbers under sublinear expectations
classification
🧮 math.PR
keywords
largenumbersunderexpectationslawssublinearcapacitiesstrong
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In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear expectations in [8] and Chen's strong law of large numbers for capacities in [1]. It turns out that these theorems are natural extensions of the classical strong (weak) laws of large numbers to the case where probability measures are no longer additive.
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