Strong laws of large numbers for capacities
By Zengjing Chen. 2010
89 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/2eae78aa73b4e967b9b41a940abef4629d0e6a34
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Li-Xin Zhang
- Chunrong Feng
- Huaizhong Zhao
- Shige Peng
- Marcel Nutz
- Yongsheng Song
- Mingshang Hu
- Jianfeng Zhang
In Management Science and Operations Research
- Li-Xin Zhang
- Shige Peng
- Huaizhong Zhao
- Chunrong Feng
- Marcel Nutz
- Mingshang Hu
- Yongsheng Song
- Jianfeng Zhang
Citations in the corpus
- Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011, background): “For a strong version of LLN under our new framework of independence, see Chen (2010).”
- Random periodic processes, periodic measures and ergodicity (2014, background): “d in this investigation to prove that the SLLN holds for random periodic processes/periodic measures. We would like to mention that in a different direction, the SLLN was also investigated recently in [7] for independent and identically distributed random variables in the sense of non-additive probab”
- Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (2014, methodology): “Recently, Chen (2010) obtained Kolmogorov’s strong law of larger numbers for i.i.d. random variables under the condition of finite (1 + ǫ)-moments by establishing an inequality of an exponential moment of partial sums of truncated independent random variables.”