Convergence rate of Peng's law of large numbers under sublinear expectations

DOI10.3934/puqr.2021013zbMath1497.60025arXiv2107.02465OpenAlexW3204199019MaRDI QIDQ2671646

Xinpeng Li, Ming Shang Hu, Xiaojuan Li

Publication date: 3 June 2022

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.02465

zbMATH Keywords

rate of convergencelaw of large numberssublinear expectation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (6)

Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables ⋮ A note on the cluster set of the law of the iterated logarithm under sub-linear expectations ⋮ On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations ⋮ A strong law of large numbers under sublinear expectations ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ Notes on Peng's independence in sublinear expectation theory

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