In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper expectation space. Within the framework, the authors pr...In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper expectation space. Within the framework, the authors prove some different types of Rosenthal's inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal's inequalities.展开更多
基金supported by the National Natural Science Foundation of China(No.11601280)the Innovative Research Team of Shanghai University of Finance and Economics(No.13122402)
文摘In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper expectation space. Within the framework, the authors prove some different types of Rosenthal's inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal's inequalities.
