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Chinese Annals of Mathematics, Series B

, Volume 40, Issue 1, pp 117–130 | Cite as

Rosenthal’s Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations

  • Ning Zhang
  • Yuting LanEmail author
Article
  • 8 Downloads

Abstract

In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper ex- pectation space. Within the framework, the authors prove some different types of Rosen- thal’s inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal’s inequalities.

Keywords

Upper expectations Asymptotically almost negatively associated Rosenthal’s inequalities Strong law of large numbers 

2000 MR Subject Classification

60E15 60F15 

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Copyright information

© Fudan University and Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.School of MathematicsShandong UniversityJi’nanChina
  2. 2.School of Statistics and ManagementShanghai University of Finance and EconomicsShanghaiChina

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