Inequalities for independent random vectors under sublinear expectations
Probability
2024-10-16 v1
Abstract
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vectors under sublinear expectations.
Cite
@article{arxiv.2410.11349,
title = {Inequalities for independent random vectors under sublinear expectations},
author = {Xiaojuan Li and Mingshang Hu},
journal= {arXiv preprint arXiv:2410.11349},
year = {2024}
}
Comments
6 pages