统计与管理学院2018年学术报告第3期
【主 题】 On the asymptotic approximation of inverse moment under sub-linear expectations
【报告人】 王学军 副教授
安徽大学数学科学学院
【时 间】 2018年01月08日（星期一）10:30-11:30
【地 点】 上海财经大学统计与管理学院大楼1208会议室
【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.
