|
|
| |
| Convergences of Random Variables Under Sublinear Expectations |
| |
Citation： |
Zechun HU,Qianqian ZHOU.Convergences of Random Variables Under Sublinear Expectations[J].Chinese Annals of Mathematics B,2019,40(1):39~54 |
| Page view： 1138
Net amount： 878 |
Authors： |
Zechun HU; Qianqian ZHOU |
Foundation： |
This work was supported by the National Natural Science
Foundation of China (No.11771309) and the Fundamental Research
Funds for the Central Universities of China. |
|
|
| Abstract： |
In this note, the authors survey the existing convergence results
for random variables under sublinear expectations, and prove some
new results. Concretely, under the assumption that the sublinear
expectation has the monotone continuity property, the authors prove
that convergence in capacity is stronger than convergence in
distribution, and give some equivalent characterizations of
convergence in distribution. In addition, they give a dominated
convergence theorem under sublinear expectations, which may have its
own interest. |
Keywords： |
Sublinear expectation, Capacity, The dominated convergence theorem |
Classification： |
60J45, 60G51 |
|
|
Download PDF Full-Text
|
|
|
|
