报告题目：Borel-Cantelli Lemma and Strong Convergence under Sub-Linear Expectations

报告时间：2022-12-16  15:00 - 16:00

报告人：张立新 教授  浙江大学

腾讯会议ID：215 683 652

Abstract: In this talk we consider the strong convergence of independent random variables under Peng's framework of sub-linear expectations. We show that if the sub-linear expectation space is rich enough, it will have no continuous capacity. A new Borel-Cantelli lemma is established under a popular regular condition on the sub-linear expectation and the sufficient and necessary conditions are given for strong law of large numbers.