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Convergence rates in the law of large numbers under sublinear expectations

Authors :
Hu, Ze-Chun
Liu, Ning-Hua
Ma, Ting
Publication Year :
2019

Abstract

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure convergence version of the law of large numbers.<br />12 pages

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....f32f5627891423d6da50da552af31971