Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications - Xu, Jia Pan; Zhang, Li Xin (Acta mathematica Sinica. English series, 2019)
Keywords: Independent variables; Mathematics; Mathematics and Statistics; Random variables; Theorems; Sub-linear expectation; Marcinkiewicz’s strong law of large numbers; Kolmogorov’s three series theorem; Rosenthal’s inequality; capacity; 60F15