{"title":"亚线性预期下强大数定律的充分和必要条件","authors":"Li Xin Zhang","doi":"10.1007/s10114-023-1103-4","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random variables on ℝ<sup>∞</sup> under a probability, we give the sufficient and necessary conditions of the strong law of large numbers for independent and identically distributed random variables under the sub-linear expectation, and the sufficient and necessary conditions for the convergence of an infinite series of independent random variables, without the assumption on the continuity of the capacities. A purely probabilistic proof of a weak law of large numbers is also given.</p></div>","PeriodicalId":50893,"journal":{"name":"Acta Mathematica Sinica-English Series","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2023-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"The Sufficient and Necessary Conditions of the Strong Law of Large Numbers under Sub-linear Expectations\",\"authors\":\"Li Xin Zhang\",\"doi\":\"10.1007/s10114-023-1103-4\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random variables on ℝ<sup>∞</sup> under a probability, we give the sufficient and necessary conditions of the strong law of large numbers for independent and identically distributed random variables under the sub-linear expectation, and the sufficient and necessary conditions for the convergence of an infinite series of independent random variables, without the assumption on the continuity of the capacities. A purely probabilistic proof of a weak law of large numbers is also given.</p></div>\",\"PeriodicalId\":50893,\"journal\":{\"name\":\"Acta Mathematica Sinica-English Series\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2023-09-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Acta Mathematica Sinica-English Series\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://link.springer.com/article/10.1007/s10114-023-1103-4\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Acta Mathematica Sinica-English Series","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s10114-023-1103-4","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
The Sufficient and Necessary Conditions of the Strong Law of Large Numbers under Sub-linear Expectations
In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random variables on ℝ∞ under a probability, we give the sufficient and necessary conditions of the strong law of large numbers for independent and identically distributed random variables under the sub-linear expectation, and the sufficient and necessary conditions for the convergence of an infinite series of independent random variables, without the assumption on the continuity of the capacities. A purely probabilistic proof of a weak law of large numbers is also given.
期刊介绍:
Acta Mathematica Sinica, established by the Chinese Mathematical Society in 1936, is the first and the best mathematical journal in China. In 1985, Acta Mathematica Sinica is divided into English Series and Chinese Series. The English Series is a monthly journal, publishing significant research papers from all branches of pure and applied mathematics. It provides authoritative reviews of current developments in mathematical research. Contributions are invited from researchers from all over the world.