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math.PR2016★ 2 cited
Convergences of Random Variables under Sublinear Expectations
Ze-Chun Hu, Qian-Qian Zhou
In this note, we will survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that t…
math.PR2016
A Note on Uniform Nonintegrability of Random Variables
Ze-Chun Hu, Xue Peng
In a recent paper \cite{CHR16}, Chandra, Hu and Rosalsky introduced the notion of a sequence of random variables being uniformly nonintegrable, and presented a list of interesting…