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The Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations
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作者 Jia-pan XU Li-xin ZHANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2020年第3期670-688,共19页
Under the framework of sub-linear expectation initiated by Peng,motivated by the concept of extended negative dependence,we establish a law of logarithm for arrays of row-wise extended negatively dependent random vari... Under the framework of sub-linear expectation initiated by Peng,motivated by the concept of extended negative dependence,we establish a law of logarithm for arrays of row-wise extended negatively dependent random variables under weak conditions.Besides,the law of logarithm for independent and identically distributed arrays is derived more precisely and the sufficient and necessary conditions for the law of logarithm are obtained. 展开更多
关键词 sub-linear expectation capacity exponential inequality extended negative dependence the law of logarithm
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