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 for some . 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