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arXiv · 2607.17662

On the Strong Law of Large Numbers under Sublinear Expectations

I. V. Kozlov
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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).

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I. V. Kozlov. 2026-07-20. On the Strong Law of Large Numbers under Sublinear Expectations. https://arxiv.org/abs/2607.17662

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