Conditional Strong Law of Large Numbers under G-Expectations

Zhang, Jiaqi1,2; Tang, Yanyan2; Xiong, Jie2,3

2024-03-01

10.3390/sym16030272

SYMMETRY-BASEL   影响因子和分区

2073-8994

In this paper, we investigate two types of the conditional strong law of large numbers with a new notion of conditionally independent random variables under G-expectation which are related to the symmetry G-function. Our limit theorem demonstrates that the cluster points of empirical averages fall within the bounds of the lower and upper conditional expectations with lower probability one. Moreover, for conditionally independent random variables with identical conditional distributions, we show the existence of two cluster points of empirical averages that correspond to the essential minimum and essential maximum expectations, respectively, with G-capacity one.

conditional G-expectation conditional G-capacities conditional Borel-Cantelli lemma conditional strong law of large numbers symmetry matrix

SCI

英语

通讯

Science & Technology - Other Topics

Multidisciplinary Sciences

WOS:001193372100001

MDPI

Web of Science

1.Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
2.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China
3.Southern Univ Sci & Technol, SUSTech Int Ctr Math, Shenzhen 518055, Peoples R China

Zhang, Jiaqi,Tang, Yanyan,Xiong, Jie. Conditional Strong Law of Large Numbers under G-Expectations[J]. SYMMETRY-BASEL,2024,16(3).

Zhang, Jiaqi,Tang, Yanyan,&Xiong, Jie.(2024).Conditional Strong Law of Large Numbers under G-Expectations.SYMMETRY-BASEL,16(3).

Zhang, Jiaqi,et al."Conditional Strong Law of Large Numbers under G-Expectations".SYMMETRY-BASEL 16.3(2024).