A strong law of large numbers for m-dependent random variables under sub-linear expectation

Stochastics 2026

View at publisher
Authors: Mengting Cui, Cheng Hu
DOI: 10.1080/17442508.2026.2628881
Cited by: 1
References: 10

Abstract

In this paper, we prove a strong law of large numbers for m-dependent random variables with a general moment condition that is the weakest one under sub-linear expectation. The result can be viewed as a natural generalization of Hu (2016).

Fields of Study & Subjects

Probability and Risk Models Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications

Publication details

Journal / source
Stochastics
Publisher
Informa UK Limited
Volume
98
Issue
6
Pages
901–914
Publication date
18 February 2026
Language
EN