Stein's Method for Law of Large Numbers under Sublinear Expectations
Probability
2019-04-10 v1
Abstract
Peng, S. (\cite{P08b}) proved the law of large numbers under a sublinear expectation. In this paper, we give its error estimates by Stein's method.
Keywords
Cite
@article{arxiv.1904.04674,
title = {Stein's Method for Law of Large Numbers under Sublinear Expectations},
author = {Yongsheng Song},
journal= {arXiv preprint arXiv:1904.04674},
year = {2019}
}