Marcinkiewicz-type laws of large numbers for pseudo-independent random variables under sublinear expectations

Published 30 Apr 2025 in math.PR | (2504.21576v1)

Abstract: As a kind of independence of random variables under sublinear expectations, pseudo-independence is weaker than Peng's independence. We shall give Marcinkiewicz-type weak and strong laws of large numbers for pseudo-independent random variables under the framework of sublinear expectations.

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Authors (1)

Jialiang Fu

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