Title(题目):非线性概率测度下的强大数定理和中心极限定理
Speaker(报告人):陈增敬教授
山东大学数学学院
Time(时间):2011年4月21日(周四)下午4:00-5:00
Place(地点):北京大学理科1号楼1418教室
Abstract(摘要):In this paper, with the notion of independent identically distributed random variables under sub-linear expectations initiated by Peng, we derive three kinds of strong laws of large numbers for capacities. Moreover, these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. Finally, an important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.