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The properties and strong law of large numbers for weakly negatively dependent random variables under sublinear expectations. (Chinese. English summary) Zbl 1438.60032

Summary: Strong laws of large numbers play a key role in nonadditive probability theory. Recently, there are many research papers about strong laws of large numbers for independently and identically distributed (or negatively dependent) random variables in the framework of nonadditive probabilities (or nonlinear expectations). This paper introduces a concept of weakly negatively dependent random variables and investigates the properties of such kind of random variables under a framework of nonadditive probabilities and sublinear expectations. A strong law of large numbers is also proved for weakly negatively dependent random variables under a kind of sublinear expectation as an application.

MSC:

60F15 Strong limit theorems
60E05 Probability distributions: general theory
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