Strong laws of large numbers for sub-linear expectations

We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that 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. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.Comment: 10 page

Electronic height indicator for agricultural machines

This paper addresses the design and development of a low cost electronic height indicator for a self-propelled spray rig. The prime objective is to give a spray rig operator an accurate indication of the boom height above the ground by using an electronic display in the tractor cabin to improve the efficiency of chemical application. This indicator is implemented using a microcontroller and a Hall-effect sensor. The field test proves that this indicator has improved the spraying performance by eliminating human error in estimating boom height, especially during night-time and dusty conditions

Mass formulae and strange quark matter

We have derived the popularly used parametrization formulae for quark masses at low densities and modified them at high densities within the mass-density-dependent model. The results are applied to investigate the lowest density for the possible existence of strange quark matter at zero temperature.Comment: 9 pages, LATeX with ELSART style, one table, no figures. Improvement on the derivation of qark mass formula

An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation

The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large classes of functional random variables, it is well known as the invariance principle for LIL which provide an extremely powerful tool in probability and statistical inference. But recently many phenomena show that the linearity of probability is a limit for applications, for example in finance, statistics. As while a nonlinear expectation--- G-expectation has attracted extensive attentions of mathematicians and economists, more and more people began to study the nature of the G-expectation space. A natural question is: Can the classical invariance principle for LIL be generalized under G-expectation space? This paper gives a positive answer. We present the invariance principle of G-Brownian motion for the law of the iterated logarithm under G-expectation