Kolmogorov's converse exponential inequality for lower capacities
Let {Xn,i;i=1,…,kn}\{X_{n,i};i=1,\ldots,k_n\}{Xn,i;i=1,…,kn} be an array of independent random variables in the sub-linear expectation space (Ω,H,E^)(\Omega,\mathscr{H},\widehat{\mathbb E})(Ω,H,E) with … Let xnx_nxn be a se…
MathDB