Convergence rates in the law of large numbers under sublinear expectations
Probability
2019-03-15 v1
Abstract
In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong -convergence version and a strongly quasi sure convergence version of the law of large numbers.
Keywords
Cite
@article{arxiv.1903.05806,
title = {Convergence rates in the law of large numbers under sublinear expectations},
author = {Ze-Chun Hu and Ning-Hua Liu and Ting Ma},
journal= {arXiv preprint arXiv:1903.05806},
year = {2019}
}
Comments
12 pages