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On the asymptotic approximation of inverse moment under sub-linear expectations
发布时间:2018-01-10     点击次数:
报告题目: On the asymptotic approximation of inverse moment under sub-linear expectations
报 告 人: 王学军 教授(安徽大学数学科学学院)
报告时间: 2018年01月11日 15:00--16:00
报告地点: 数学院三楼报告厅
报告摘要:

In this paper, we will investigate the approximations of inverse moments for double-indexed weighted sums of random variables under sub-linear expectations. The asymptotic approximations of inverse moments and the convergence rate of approximations are established under the meaning of upper expectation and the lower expectation, respectively. The results obtained in the paper improve and extend the corresponding ones of Yang et al. (2016) from independent random variables in the classical probability space to END random variables in sub-linear expectation space.

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