Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation

摘要

In this paper, with the definition of sequence of negatively dependent random variables under sublinear expectation, we establish law of the logarithm for weighted sums of this kind of sequence under sublinear expectation. This is the natural extension of classical limit theorem to the case that the probability is no longer additive. (C) 2019 Elsevier B.V. All rights reserved.