A Strong Law of Large Numbers for Weighted Sums of i.i.d. Random Variables under Capacities

With the notion of independent identically distributed (i.i.d.) random variables under sublinear expectations initiated by Peng, a strong law of large numbers for weighted sums of i.i.d. random variables under capacities induced by sublinear expectations is obtained.

Bibliographic Details
Main Authors: Defei Zhang, Ping He
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/412758