Feng Hu
Published 2011-04-28, updated 2012-02-09Version 2
In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear expectations in [8] and Chen's strong law of large numbers for capacities in [1]. It turns out that these theorems are natural extensions of the classical strong (weak) laws of large numbers to the case where probability measures are no longer additive.
Some inequalities and limit theorems under sublinear expectations
Laws of large numbers for eigenvectors and eigenvalues associated to random subspaces in a tensor product
Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation
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