胡泽春, 刘宁华, 马婷. 次线性期望下大数定律的收敛速率[J]. 应用概率统计, 2020, 36(3): 238-248. DOI: 10.3969/j.issn.1001-4268.2020.03.002
引用本文: 胡泽春, 刘宁华, 马婷. 次线性期望下大数定律的收敛速率[J]. 应用概率统计, 2020, 36(3): 238-248. DOI: 10.3969/j.issn.1001-4268.2020.03.002
shu
HU Zechun, LIU Ninghua, MA Ting. Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248. DOI: 10.3969/j.issn.1001-4268.2020.03.002
Citation: HU Zechun, LIU Ninghua, MA Ting. Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248. DOI: 10.3969/j.issn.1001-4268.2020.03.002
shu

次线性期望下大数定律的收敛速率

Convergence Rates in the Law of Large Numbers under Sublinear Expectations

    摘要
  • 摘要: 在本文中,我们研究次线性期望下独立同分布随机变量的大数定律的收敛速率.我们给出了大数定律的一个强L^p收敛版本和一个强拟必然收敛版本.

     

    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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