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arXiv · 1903.05806

Convergence rates in the law of large numbers under sublinear expectations

Ze-Chun Hu·Ning-Hua Liu·Ting Ma
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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.

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Ze-Chun Hu, Ning-Hua Liu, Ting Ma. 2019-03-14. Convergence rates in the law of large numbers under sublinear expectations. https://arxiv.org/abs/1903.05806

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