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Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

Postal Subscription Code 80-964

2018 Impact Factor: 0.565

Front. Math. China    2022, Vol. 17 Issue (5) : 783-796    https://doi.org/10.1007/s11464-022-1026-x
RESEARCH ARTICLE
The laws of large numbers for Pareto-type random variables under sub-linear expectation
Binxia CHEN, Qunying WU()
College of Science, Guilin University of Technology, Guilin 541004, China
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Abstract

In this paper, some laws of large numbers are established for random variables that satisfy the Pareto distribution, so that the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. Based on the Pareto distribution, we obtain the weak law of large numbers and strong law of large numbers of the weighted sum of some independent random variable sequences.

Keywords Sub-linear expectation      Pareto type distribution      laws of large numbers      independent and identical distribution     
Corresponding Author(s): Qunying WU   
Online First Date: 22 December 2022    Issue Date: 28 December 2022
 Cite this article:   
Binxia CHEN,Qunying WU. The laws of large numbers for Pareto-type random variables under sub-linear expectation[J]. Front. Math. China, 2022, 17(5): 783-796.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-022-1026-x
https://academic.hep.com.cn/fmc/EN/Y2022/V17/I5/783
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