Rosenthal’s Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations

Abstract

In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper ex- pectation space. Within the framework, the authors prove some different types of Rosen- thal’s inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal’s inequalities.

Keywords

Upper expectations / Asymptotically almost negatively associated / Rosenthal’s inequalities / Strong law of large numbers

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