English

Note on an intermediate Baum-Katz theorems under sub-linear expectations

Probability 2025-08-27 v1

Abstract

We study the Hsu-Robbins-Erd\"os theorem to the case when all moments under sub-linear expectations exist, but the moment generating function does not, viz, we suppose that Cv{exp{(log+X)α}}<C_{\mathbb{v}}\left\{\exp\left\{\left(\log^{+}|X|\right)^{\alpha}\right\}\right\}<\infty for some α>1\alpha>1. We also investigate multi-index version.

Keywords

Cite

@article{arxiv.2508.18878,
  title  = {Note on an intermediate Baum-Katz theorems under sub-linear expectations},
  author = {Xu Mingzhou and Yang Jinjin},
  journal= {arXiv preprint arXiv:2508.18878},
  year   = {2025}
}

Comments

7 pages

R2 v1 2026-07-01T05:06:09.790Z