Convergence Rates in the Law of Large Numbers under Sublinear Expectations

HU Zechun; LIU Ninghua; MA Ting

doi:10.3969/j.issn.1001-4268.2020.03.002

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

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

Convergence Rates in the Law of Large Numbers under Sublinear Expectations

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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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Convergence Rates in the Law of Large Numbers under Sublinear Expectations

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