On the Strong Law of Large Numbers under Sublinear Expectations

I. V. Kozlov

On the Strong Law of Large Numbers under Sublinear Expectations

Probability 2026-07-20 v1

Authors: I. V. Kozlov

Abstract

A strong law of large numbers (SLLN) for sublinear expectation under a certain integrability condition is proved. It is shown that the proposed integrability condition is weaker than the majorant condition introduced by Cheng Hu (2018). The proof is based on the truncation method of N. Etemadi (1981).

Keywords

strong law of large numbers sublinear expectation integrability condition truncation method

Cite

@article{arxiv.2607.17662,
  title  = {On the Strong Law of Large Numbers under Sublinear Expectations},
  author = {I. V. Kozlov},
  journal= {arXiv preprint arXiv:2607.17662},
  year   = {2026}
}

Comments

9 pages, 8 references