Strong laws of large numbers for general random variables in sublinear expectation spaces
Abstract In this paper, we obtain the equivalent relations between Kolmogorov maximal inequality and Hájek–Rényi maximal inequality both in moment and capacity types in sublinear expectation spaces. Based on these, we establish several strong laws of large numbers for general random variables and ob...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-05-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-019-2094-7 |