Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation
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We study strong limit theorems for arrays of rowwise independent random variables under sublinear expectation. Specially, we establish Marcinkiewicz–Zygmund type strong law of large numbers and law of the logarithm. It turns out that our theorems are natural extensions of Marcinkiewicz–Zygmund type strong law of large numbers and law of the logarithm for arrays of rowwise independent random variables under classical linear probabilities.
Key words and phrasessublinear expectation array of random variables rowwise independent law of large numbers law of the logarithm
Mathematics Subject Classification60F15 60G50
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The authors are grateful to the anonymous referees for very helpful comments and suggestions on the original version of this paper.
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