次线性函数
数学
力矩(物理)
大数定律
趋同(经济学)
度量(数据仓库)
数学分析
随机变量
统计
计算机科学
物理
经济
经济增长
经典力学
数据库
作者
Zengjing Chen,Qingyang Liu,Gaofeng Zong
摘要
In this paper we study the weak laws of large numbers for sublinear expectation. We prove that, without any moment condition, the weak laws of large numbers hold in the sense of convergence in capacity induced by some general sublinear expectations. For some specific sublinear expectation, for instance, mean deviation functional and one-side moment coherent risk measure, we also give weak laws of large numbers for corresponding capacity.
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