Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations
The focus of our work is to investigate exponential inequalities for extended negatively dependent (END) random variables in sub-linear expectations. Through these exponential inequalities, we were able to establish the strong law of large numbers with convergence rate $ O\left(n^{-1/2}\ln^{1/2}n\ri...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-04-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023795?viewType=HTML |
| _version_ | 1827949707054284800 |
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| author | Haiye Liang Feng Sun |
| author_facet | Haiye Liang Feng Sun |
| author_sort | Haiye Liang |
| collection | DOAJ |
| description | The focus of our work is to investigate exponential inequalities for extended negatively dependent (END) random variables in sub-linear expectations. Through these exponential inequalities, we were able to establish the strong law of large numbers with convergence rate $ O\left(n^{-1/2}\ln^{1/2}n\right) $. Our findings in sub-linear expectation spaces have extended the corresponding results previously established in probability space. |
| first_indexed | 2024-04-09T13:14:12Z |
| format | Article |
| id | doaj.art-17f6cbe9eeea4cde9879a4874f6b163c |
| institution | Directory Open Access Journal |
| issn | 2473-6988 |
| language | English |
| last_indexed | 2024-04-09T13:14:12Z |
| publishDate | 2023-04-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | AIMS Mathematics |
| spelling | doaj.art-17f6cbe9eeea4cde9879a4874f6b163c2023-05-12T01:33:08ZengAIMS PressAIMS Mathematics2473-69882023-04-0187155851559910.3934/math.2023795Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectationsHaiye Liang0Feng Sun11. School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming 650221, China2. College of Mathematics and Data Science, Minjiang University, Fuzhou 350108, ChinaThe focus of our work is to investigate exponential inequalities for extended negatively dependent (END) random variables in sub-linear expectations. Through these exponential inequalities, we were able to establish the strong law of large numbers with convergence rate $ O\left(n^{-1/2}\ln^{1/2}n\right) $. Our findings in sub-linear expectation spaces have extended the corresponding results previously established in probability space.https://www.aimspress.com/article/doi/10.3934/math.2023795?viewType=HTMLsub-linear expectationexponential inequalitystrong law of large numbersconvergence rateend random variables |
| spellingShingle | Haiye Liang Feng Sun Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations AIMS Mathematics sub-linear expectation exponential inequality strong law of large numbers convergence rate end random variables |
| title | Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations |
| title_full | Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations |
| title_fullStr | Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations |
| title_full_unstemmed | Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations |
| title_short | Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations |
| title_sort | exponential inequalities and a strong law of large numbers for end random variables under sub linear expectations |
| topic | sub-linear expectation exponential inequality strong law of large numbers convergence rate end random variables |
| url | https://www.aimspress.com/article/doi/10.3934/math.2023795?viewType=HTML |
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