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| Rosenthal's Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations |
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Citation： |
Ning ZHANG,Yuting LAN.Rosenthal's Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations[J].Chinese Annals of Mathematics B,2019,40(1):117~130 |
| Page view： 1499
Net amount： 794 |
Authors： |
Ning ZHANG; Yuting LAN |
Foundation： |
This work was supported by the National Natural Science
Foundation of China (No.11601280) and the Innovative Research Team
of Shanghai University of Finance and Economics (No.13122402). |
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| Abstract： |
In this paper, the authors generalize the concept of asymptotically
almost \linebreak negatively associated random variables from the
classic probability space to the upper expectation space. Within the
framework, the authors prove some different types of Rosenthal's
inequalities for sub-additive expectations. Finally, the authors
prove a strong law of large numbers as the application of
Rosenthal's inequalities. |
Keywords： |
Upper expectations, Asymptotically almost negatively associated,Rosenthal's inequalities, Strong law of large numbers |
Classification： |
60E15, 60F15 |
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