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math.PR2021★ 2 cited
On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations
Xinpeng Li, Gaofeng Zong
In this paper, we firstly establish the weak laws of large numbers on the canonical space $(\br^\bn,\cb(\br^\bn))$ by traditional truncation method and Chebyshev's inequality as in…
math.PR2021
Pseudo-independence, independence and related limit theorems under sublinear expectations
Xinpeng Li
This paper introduces the notion of pseudo-independence on the sublinear expectation space via the classical conditional expectation, and the relation…