An Invariance Principle for Strong Law of Large Numbers under Non-additive Probabilities
时间: 2015-04-27  作者:   浏览次数: 3851
 

 

  目:An Invariance Principle for Strong Law of Large Numbers under  Non-additive Probabilities

报告人:陈晓燕 南京理工大学副教授

  间:2015.04.30(周四) 15:00-16:00

  点:金融工程研究中心105

  要:In this paper we will give an invariance principle for strong law of large numbers unser lower and upper probabilities.It extends the strong law of large numbers obtained by Chen (2010) and Chen et al. (2012) and  charecterizes the properties of limit points as functions of a sequence of  processes generated by linearly interpolating with respect to the sums of random variables under lower probabilities . And some useful inequalities are also presented in this paper .